+148.7%
XLK vs DD
+56.1%
+92.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.2% | -3.5% | +3.7% | +1.8% |
| 30D | -0.6% | -11.7% | +11.0% | +5.0% |
| 3M | +2.6% | -9.2% | +11.8% | +6.9% |
| 6M | +34.0% | -7.2% | +41.2% | +37.7% |
| YTD | +30.7% | +6.6% | +24.1% | +25.4% |
| 1Y | +39.2% | +32.0% | +7.2% | +20.2% |
| 3Y | +120.4% | +42.1% | +78.3% | +77.5% |
| All | +148.7% | +56.1% | +92.6% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling