+2,038.6%
XLK vs DG
+560.3%
+1,478.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | +2.3% | -4.8% | +7.2% | +3.2% |
| 30D | +0.8% | +1.8% | -0.9% | +0.4% |
| 3M | +4.1% | +14.5% | -10.4% | +1.1% |
| 6M | +34.8% | -13.6% | +48.3% | +37.4% |
| YTD | +30.8% | -4.8% | +35.7% | +30.8% |
| 1Y | +42.4% | +21.6% | +20.8% | +35.2% |
| 3Y | +121.8% | +4.5% | +117.3% | +108.6% |
| 5Y | +146.6% | -38.5% | +185.1% | +162.5% |
| 10Y | +804.3% | +102.2% | +702.0% | +634.2% |
| All | +2,038.6% | +560.3% | +1,478.4% | +1,201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling