+788.5%
XLK vs DRI
+353.8%
+434.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +0.2% | -3.2% | +3.4% | +1.1% |
| 30D | -0.6% | -7.8% | +7.2% | +1.5% |
| 3M | +2.6% | +0.4% | +2.2% | +2.0% |
| 6M | +34.0% | +4.8% | +29.2% | +31.2% |
| YTD | +30.7% | +16.7% | +13.9% | +23.6% |
| 1Y | +39.2% | +1.5% | +37.7% | +36.6% |
| 3Y | +120.4% | +56.3% | +64.2% | +88.0% |
| 5Y | +148.8% | +66.4% | +82.4% | +106.4% |
| All | +788.5% | +353.8% | +434.6% | +506.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling