-100.0%
DFNS vs TECH
+7.4%
-107.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -42.8% | +0.2% | -43.0% | -42.8% |
| 30D | -67.6% | +0.5% | -68.1% | -67.5% |
| 3M | -94.9% | +0.9% | -95.7% | -94.9% |
| 6M | -96.7% | +51.0% | -147.8% | -96.6% |
| YTD | -99.6% | +24.4% | -124.0% | -99.6% |
| 1Y | -99.7% | +27.6% | -127.3% | -99.7% |
| 3Y | -100.0% | +29.9% | -129.9% | -100.0% |
| 5Y | -100.0% | -40.6% | -59.3% | -100.0% |
| All | -100.0% | +7.4% | -107.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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