+1,475.9%
XLK vs DE
+7,685.2%
-6,209.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.2% | -2.6% | +2.8% | +1.1% |
| 30D | -0.6% | +9.0% | -9.7% | -3.9% |
| 3M | +2.6% | +19.1% | -16.6% | -4.0% |
| 6M | +34.0% | +14.4% | +19.6% | +26.5% |
| YTD | +30.7% | +45.9% | -15.3% | +12.4% |
| 1Y | +39.2% | +43.6% | -4.4% | +20.0% |
| 3Y | +120.4% | +75.9% | +44.5% | +74.0% |
| 5Y | +148.8% | +98.8% | +50.0% | +83.0% |
| 10Y | +803.3% | +861.4% | -58.1% | +265.7% |
| All | +1,475.9% | +7,685.2% | -6,209.3% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling