+34.8%
XLK vs DD
-2.7%
+37.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.1% |
| 7D | +2.3% | -3.8% | +6.1% | +4.0% |
| 30D | +0.8% | -9.2% | +10.1% | +5.2% |
| 3M | +4.1% | -9.0% | +13.0% | +8.4% |
| 6M | +34.8% | -5.0% | +39.7% | +37.3% |
| All | +34.8% | -2.7% | +37.4% | +37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling