+39.2%
XLK vs DGX
+32.7%
+6.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.7% |
| 7D | +0.2% | -0.9% | +1.1% | 0.0% |
| 30D | -0.6% | -1.2% | +0.5% | -0.9% |
| 3M | +2.6% | +15.8% | -13.2% | +6.6% |
| 6M | +34.0% | +18.2% | +15.8% | +40.2% |
| YTD | +30.7% | +37.2% | -6.5% | +40.3% |
| 1Y | +39.2% | +30.4% | +8.8% | +48.7% |
| All | +39.2% | +32.7% | +6.5% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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