+7.2%
DG vs TECH
-0.6%
+7.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | +20.3% | +37.5% | -17.2% | +16.7% |
| 6M | -11.7% | +34.6% | -46.3% | -14.6% |
| YTD | -2.3% | +23.5% | -25.8% | -4.8% |
| 1Y | +20.0% | +34.4% | -14.4% | +16.2% |
| 3Y | +7.2% | +2.3% | +5.0% | +5.9% |
| All | +7.2% | -0.6% | +7.8% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling