+20.7%
XLK vs DT
-5.1%
+25.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -7.6% | -25.5% | +17.9% | -4.6% |
| 30D | -12.2% | -22.3% | +10.1% | -9.7% |
| 3M | -5.5% | +2.3% | -7.8% | -5.6% |
| 6M | +9.2% | +20.7% | -11.5% | +6.6% |
| YTD | +23.0% | +7.9% | +15.1% | +21.5% |
| 1Y | +20.7% | -5.7% | +26.5% | +21.6% |
| All | +20.7% | -5.1% | +25.8% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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