+446.8%
XLK vs DOW
-15.9%
+462.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +2.3% | -6.0% | +8.3% | +4.1% |
| 30D | +0.8% | -2.7% | +3.6% | +1.4% |
| 3M | +4.1% | -10.5% | +14.5% | +6.6% |
| 6M | +34.8% | -12.4% | +47.2% | +36.8% |
| YTD | +30.8% | +30.0% | +0.8% | +15.4% |
| 1Y | +42.4% | +27.8% | +14.5% | +25.1% |
| 3Y | +121.8% | -34.9% | +156.7% | +140.2% |
| 5Y | +146.6% | -35.9% | +182.5% | +165.1% |
| All | +446.8% | -15.9% | +462.7% | +357.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling