+1,477.5%
XLK vs DIA
+938.5%
+539.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.8% |
| 7D | +2.3% | -1.2% | +3.6% | +3.7% |
| 30D | +0.8% | -2.7% | +3.5% | +3.9% |
| 3M | +4.1% | +3.3% | +0.8% | +0.4% |
| 6M | +34.8% | +10.4% | +24.3% | +20.9% |
| YTD | +30.8% | +10.0% | +20.8% | +17.9% |
| 1Y | +42.4% | +16.2% | +26.2% | +20.8% |
| 3Y | +121.8% | +58.7% | +63.1% | +34.4% |
| 5Y | +146.6% | +63.6% | +83.0% | +47.4% |
| 10Y | +804.3% | +251.0% | +553.2% | +134.9% |
| All | +1,477.5% | +938.5% | +539.0% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling