+2,408.2%
XLK vs DLR
+3,617.4%
-1,209.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +2.3% | +3.4% | -1.1% | +1.1% |
| 30D | -0.1% | -2.2% | +2.2% | +0.7% |
| 3M | +2.1% | +4.7% | -2.6% | 0.0% |
| 6M | +37.2% | +9.0% | +28.2% | +32.3% |
| YTD | +30.8% | +24.1% | +6.7% | +20.5% |
| 1Y | +42.6% | +20.9% | +21.7% | +32.2% |
| 3Y | +121.8% | +60.0% | +61.8% | +84.9% |
| 5Y | +145.7% | +35.3% | +110.4% | +112.7% |
| 10Y | +782.1% | +165.8% | +616.3% | +499.5% |
| All | +2,408.2% | +3,617.4% | -1,209.2% | +661.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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