+43.4%
XLK vs DIA
+19.6%
+23.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.3% |
| 7D | +0.9% | -0.2% | +1.0% | +1.1% |
| 30D | +0.7% | -1.5% | +2.3% | +2.6% |
| 3M | -2.9% | +3.8% | -6.7% | -7.1% |
| 6M | +34.3% | +10.3% | +24.0% | +19.5% |
| YTD | +30.4% | +12.1% | +18.3% | +14.2% |
| 1Y | +43.4% | +18.6% | +24.7% | +19.5% |
| All | +43.4% | +19.6% | +23.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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