+608.6%
DG vs TECH
+409.5%
+199.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +8.6% | +0.3% | +8.3% | +8.5% |
| 3M | +15.0% | +1.0% | +14.0% | +14.8% |
| 6M | +32.7% | +54.0% | -21.3% | +21.5% |
| YTD | +5.5% | +24.3% | -18.8% | -0.2% |
| 1Y | +34.6% | +23.7% | +10.9% | +27.2% |
| 3Y | +24.2% | +28.5% | -4.2% | +11.7% |
| 5Y | -32.3% | -41.2% | +9.0% | -27.9% |
| 10Y | +111.1% | +189.2% | -78.1% | +40.3% |
| All | +608.6% | +409.5% | +199.1% | +286.5% |
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