+43.4%
XLK vs DE
+49.4%
-6.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +0.9% | +10.0% | -9.2% | +0.2% |
| 30D | +0.7% | +13.3% | -12.6% | -0.2% |
| 3M | -2.9% | +17.5% | -20.4% | -3.8% |
| 6M | +34.3% | +13.6% | +20.7% | +32.3% |
| YTD | +30.4% | +49.8% | -19.4% | +30.3% |
| 1Y | +43.4% | +47.9% | -4.5% | +43.5% |
| All | +43.4% | +49.4% | -6.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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