+1,475.9%
XLK vs DHI
+3,290.8%
-1,815.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | +0.2% | -3.4% | +3.6% | +1.0% |
| 30D | -0.6% | -5.4% | +4.8% | +0.6% |
| 3M | +2.6% | -10.4% | +13.0% | +4.9% |
| 6M | +34.0% | -2.8% | +36.7% | +33.9% |
| YTD | +30.7% | -3.4% | +34.1% | +30.3% |
| 1Y | +39.2% | -22.9% | +62.1% | +45.9% |
| 3Y | +120.4% | +20.7% | +99.7% | +100.7% |
| 5Y | +148.8% | +62.1% | +86.7% | +107.6% |
| 10Y | +803.3% | +410.4% | +392.9% | +449.0% |
| All | +1,475.9% | +3,290.8% | -1,815.0% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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