+20.7%
XLK vs DD
+49.3%
-28.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -7.6% | +8.7% | -16.3% | -10.3% |
| 30D | -12.2% | +15.3% | -27.5% | -16.6% |
| 3M | -5.5% | +5.9% | -11.4% | -7.5% |
| 6M | +9.2% | +11.6% | -2.4% | +5.0% |
| YTD | +23.0% | +26.5% | -3.5% | +13.2% |
| 1Y | +20.7% | +35.4% | -14.7% | +9.1% |
| All | +20.7% | +49.3% | -28.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling