-31.9%
DIS vs TECH
-40.1%
+8.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +5.2% | +0.2% | +5.1% | +5.2% |
| 30D | +11.5% | +0.3% | +11.1% | +11.4% |
| 3M | +11.5% | +1.3% | +10.2% | +11.2% |
| 6M | +8.9% | +54.0% | -45.1% | -3.0% |
| YTD | +3.4% | +24.3% | -20.9% | -4.0% |
| 1Y | +7.2% | +25.8% | -18.6% | -1.0% |
| 3Y | +43.3% | +26.0% | +17.4% | +23.2% |
| All | -31.9% | -40.1% | +8.2% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling