+20.7%
XLK vs DRI
+34.0%
-13.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | +0.4% |
| 7D | -7.6% | +6.5% | -14.1% | -7.1% |
| 30D | -12.2% | +16.4% | -28.6% | -11.1% |
| 3M | -5.5% | +13.6% | -19.1% | -4.5% |
| 6M | +9.2% | +22.0% | -12.8% | +10.1% |
| YTD | +23.0% | +29.3% | -6.3% | +24.3% |
| 1Y | +20.7% | +32.0% | -11.3% | +21.6% |
| All | +20.7% | +34.0% | -13.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling