+1,477.5%
XLK vs DD
+477.0%
+1,000.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.9% |
| 7D | +2.3% | -3.8% | +6.1% | +3.7% |
| 30D | +0.8% | -9.2% | +10.1% | +4.4% |
| 3M | +4.1% | -9.0% | +13.0% | +7.5% |
| 6M | +34.8% | -5.0% | +39.7% | +36.7% |
| YTD | +30.8% | +7.4% | +23.4% | +26.6% |
| 1Y | +42.4% | +35.1% | +7.2% | +26.2% |
| 3Y | +121.8% | +43.2% | +78.6% | +88.8% |
| 5Y | +146.6% | +59.6% | +87.0% | +100.3% |
| 10Y | +804.3% | +66.5% | +737.7% | +579.3% |
| All | +1,477.5% | +477.0% | +1,000.6% | +573.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling