+788.5%
XLK vs DTE
+137.8%
+650.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | +0.2% | -2.6% | +2.8% | +1.1% |
| 30D | -0.6% | -4.4% | +3.8% | +0.8% |
| 3M | +2.6% | -8.3% | +10.9% | +5.2% |
| 6M | +34.0% | -8.1% | +42.0% | +36.8% |
| YTD | +30.7% | +4.4% | +26.2% | +27.2% |
| 1Y | +39.2% | +0.2% | +39.0% | +37.4% |
| 3Y | +120.4% | +42.6% | +77.8% | +86.0% |
| 5Y | +148.8% | +31.5% | +117.3% | +115.4% |
| All | +788.5% | +137.8% | +650.7% | +515.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling