+177.6%
TECH vs DAR
+367.0%
-189.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | +0.1% | +13.0% | -12.8% | -3.4% |
| 3M | +37.5% | +15.0% | +22.5% | +31.5% |
| 6M | +34.6% | +26.8% | +7.7% | +24.7% |
| YTD | +23.5% | +86.4% | -62.9% | +2.3% |
| 1Y | +34.4% | +115.1% | -80.7% | +6.3% |
| 3Y | +2.3% | +14.6% | -12.4% | -6.8% |
| 5Y | -41.7% | -8.8% | -32.9% | -45.0% |
| 10Y | +177.6% | +356.5% | -178.9% | +64.1% |
| All | +177.6% | +367.0% | -189.4% | +64.1% |
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