+95.6%
DG vs TECH
+189.8%
-94.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -6.3% | -0.5% | -5.8% | -6.2% |
| 30D | +2.4% | 0.0% | +2.4% | +2.4% |
| 3M | +12.4% | +37.4% | -25.0% | +5.8% |
| 6M | -14.9% | +36.9% | -51.8% | -20.4% |
| YTD | -6.1% | +23.1% | -29.1% | -10.6% |
| 1Y | +17.9% | +42.2% | -24.4% | +8.7% |
| 3Y | +3.1% | +1.9% | +1.2% | -1.4% |
| 5Y | -38.7% | -42.9% | +4.3% | -33.9% |
| All | +95.6% | +189.8% | -94.1% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling