+148.7%
XLK vs DIA
+64.3%
+84.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +0.1% |
| 7D | +0.2% | -1.6% | +1.8% | +2.2% |
| 30D | -0.6% | -2.0% | +1.4% | +2.0% |
| 3M | +2.6% | +3.6% | -1.1% | -2.2% |
| 6M | +34.0% | +11.5% | +22.5% | +16.2% |
| YTD | +30.7% | +10.4% | +20.3% | +14.8% |
| 1Y | +39.2% | +15.6% | +23.6% | +15.1% |
| 3Y | +120.4% | +58.9% | +61.6% | +18.7% |
| All | +148.7% | +64.3% | +84.4% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling