+39.2%
XLK vs DIA
+16.9%
+22.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +0.2% |
| 7D | +0.2% | -1.6% | +1.8% | +2.0% |
| 30D | -0.6% | -2.0% | +1.4% | +1.8% |
| 3M | +2.6% | +3.6% | -1.1% | -1.8% |
| 6M | +34.0% | +11.5% | +22.5% | +17.6% |
| YTD | +30.7% | +10.4% | +20.3% | +16.1% |
| 1Y | +39.2% | +15.6% | +23.6% | +17.0% |
| All | +39.2% | +16.9% | +22.3% | +17.0% |
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