+1,331.5%
XLK vs DRI
+3,970.0%
-2,638.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +3.4% | +1.1% | +2.3% | +3.1% |
| 30D | -10.6% | +9.7% | -20.3% | -12.9% |
| 3M | -10.6% | +3.2% | -13.8% | -11.7% |
| 6M | -3.5% | +20.6% | -24.1% | -9.0% |
| YTD | +18.7% | +28.3% | -9.5% | +9.5% |
| 1Y | +19.4% | +34.5% | -15.1% | +8.6% |
| 3Y | +94.5% | +66.5% | +27.9% | +64.5% |
| 5Y | +111.2% | +79.6% | +31.6% | +74.2% |
| 10Y | +707.2% | +333.8% | +373.4% | +384.0% |
| All | +1,331.5% | +3,970.0% | -2,638.5% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling