+148.7%
XLK vs DOW
-37.7%
+186.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | +0.2% | -1.4% | +1.6% | +0.5% |
| 30D | -0.6% | -3.9% | +3.3% | +0.1% |
| 3M | +2.6% | -12.7% | +15.2% | +5.5% |
| 6M | +34.0% | -13.7% | +47.7% | +35.9% |
| YTD | +30.7% | +28.4% | +2.3% | +16.0% |
| 1Y | +39.2% | +21.8% | +17.4% | +24.8% |
| 3Y | +120.4% | -35.7% | +156.1% | +144.1% |
| All | +148.7% | -37.7% | +186.4% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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