+196.7%
TECH vs DAR
+288.2%
-91.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -1.2% |
| 7D | +0.2% | -2.8% | +3.0% | +0.9% |
| 30D | +0.5% | -12.8% | +13.3% | +4.1% |
| 3M | +0.9% | -11.6% | +12.4% | +3.6% |
| 6M | +51.0% | -16.8% | +67.8% | +57.1% |
| YTD | +24.4% | +45.9% | -21.5% | +9.8% |
| 1Y | +27.6% | +61.5% | -33.9% | +9.2% |
| 3Y | +29.9% | +23.0% | +7.0% | +15.8% |
| 5Y | -40.6% | -35.8% | -4.8% | -38.5% |
| 10Y | +196.7% | +280.4% | -83.6% | +85.1% |
| All | +196.7% | +288.2% | -91.5% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling