+111.4%
XLK vs DRI
+78.6%
+32.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | -10.6% | +9.7% | -20.3% | -13.3% |
| 3M | -10.6% | +3.2% | -13.8% | -11.9% |
| 6M | -3.5% | +20.6% | -24.1% | -10.4% |
| YTD | +18.7% | +28.3% | -9.5% | +6.5% |
| 1Y | +19.4% | +34.5% | -15.1% | +4.9% |
| 3Y | +94.5% | +66.5% | +27.9% | +49.6% |
| All | +111.4% | +78.6% | +32.8% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling