+20.7%
XLK vs DTE
+5.6%
+15.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.8% |
| 7D | -7.6% | +4.2% | -11.8% | -6.4% |
| 30D | -12.2% | +10.0% | -22.1% | -9.6% |
| 3M | -5.5% | -2.1% | -3.4% | -6.1% |
| 6M | +9.2% | -4.7% | +13.8% | +7.8% |
| YTD | +23.0% | +9.3% | +13.7% | +22.3% |
| 1Y | +20.7% | +6.6% | +14.1% | +20.4% |
| All | +20.7% | +5.6% | +15.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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