+396.7%
XLK vs DT
+98.4%
+298.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.3% | -0.5% | +2.9% | +2.4% |
| 30D | +0.8% | +0.1% | +0.8% | +0.6% |
| 3M | +4.1% | +24.1% | -20.1% | -3.7% |
| 6M | +34.8% | +30.1% | +4.6% | +21.4% |
| YTD | +30.8% | +16.8% | +14.1% | +21.5% |
| 1Y | +42.4% | -0.1% | +42.4% | +38.7% |
| 3Y | +121.8% | +6.8% | +115.0% | +107.6% |
| 5Y | +146.6% | -28.4% | +175.0% | +147.4% |
| All | +396.7% | +98.4% | +298.2% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling