+3,457.2%
DLR vs TECH
+868.0%
+2,589.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.4% | +0.2% | +2.1% | +2.3% |
| 30D | +0.7% | +0.5% | +0.2% | +0.6% |
| 3M | -6.4% | +0.9% | -7.3% | -6.7% |
| 6M | -6.5% | +51.0% | -57.6% | -18.1% |
| YTD | +18.8% | +24.4% | -5.6% | +8.1% |
| 1Y | +9.0% | +27.6% | -18.5% | -1.9% |
| 3Y | +54.5% | +29.9% | +24.6% | +30.8% |
| 5Y | +35.8% | -40.6% | +76.5% | +46.9% |
| 10Y | +177.5% | +196.7% | -19.3% | +51.2% |
| All | +3,457.2% | +868.0% | +2,589.3% | +1,178.0% |
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