+111.8%
DG vs TECH
+190.5%
-78.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +5.2% | +0.2% | +5.0% | +5.2% |
| 30D | +7.9% | +0.5% | +7.4% | +7.8% |
| 3M | +12.7% | +1.1% | +11.6% | +12.5% |
| 6M | +22.4% | +51.0% | -28.6% | +13.3% |
| YTD | +5.4% | +24.4% | -18.9% | +0.2% |
| 1Y | +39.4% | +27.4% | +11.9% | +31.7% |
| 3Y | +24.1% | +28.5% | -4.4% | +12.5% |
| 5Y | -32.2% | -40.9% | +8.7% | -27.4% |
| 10Y | +111.8% | +192.5% | -80.7% | +31.3% |
| All | +111.8% | +190.5% | -78.7% | +31.3% |
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