+148.7%
XLK vs DG
-37.9%
+186.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +0.2% | -6.5% | +6.7% | +0.6% |
| 30D | -0.6% | +4.2% | -4.8% | -0.9% |
| 3M | +2.6% | +9.5% | -7.0% | +1.8% |
| 6M | +34.0% | -13.1% | +47.1% | +34.9% |
| YTD | +30.7% | -4.8% | +35.5% | +30.7% |
| 1Y | +39.2% | +20.6% | +18.6% | +36.6% |
| 3Y | +120.4% | +4.9% | +115.5% | +117.5% |
| All | +148.7% | -37.9% | +186.6% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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