+120.4%
XLK vs DT
+7.2%
+113.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.2% | -1.6% | +1.8% | +0.6% |
| 30D | -0.6% | +3.0% | -3.7% | -1.5% |
| 3M | +2.6% | +26.5% | -23.9% | -4.4% |
| 6M | +34.0% | +35.9% | -2.0% | +21.0% |
| YTD | +30.7% | +17.8% | +12.8% | +23.4% |
| 1Y | +39.2% | +4.1% | +35.1% | +37.0% |
| 3Y | +120.4% | +5.3% | +115.1% | +111.8% |
| All | +120.4% | +7.2% | +113.2% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling