+1,477.5%
XLK vs DRI
+3,657.9%
-2,180.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | -0.1% | -0.4% | +0.3% | -0.1% |
| 3M | +2.1% | +9.5% | -7.4% | -0.8% |
| 6M | +37.2% | +6.5% | +30.7% | +33.9% |
| YTD | +30.8% | +18.4% | +12.4% | +23.6% |
| 1Y | +42.6% | +4.2% | +38.4% | +39.1% |
| 3Y | +121.8% | +57.1% | +64.7% | +91.0% |
| 5Y | +145.7% | +70.4% | +75.3% | +105.7% |
| 10Y | +782.1% | +354.0% | +428.0% | +423.8% |
| All | +1,477.5% | +3,657.9% | -2,180.4% | +430.0% |
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