+604.7%
DG vs TECH
+409.7%
+195.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.7% | +0.2% | +0.4% | +0.6% |
| 30D | +7.4% | +0.5% | +6.9% | +7.3% |
| 3M | +8.5% | +0.9% | +7.6% | +8.3% |
| 6M | +21.9% | +51.0% | -29.2% | +12.0% |
| YTD | +4.9% | +24.4% | -19.5% | -0.8% |
| 1Y | +40.4% | +27.6% | +12.8% | +31.9% |
| 3Y | +23.5% | +29.9% | -6.4% | +10.8% |
| 5Y | -32.3% | -40.6% | +8.4% | -28.1% |
| 10Y | +119.3% | +196.7% | -77.4% | +44.8% |
| All | +604.7% | +409.7% | +195.0% | +284.3% |
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 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