-42.4%
TECH vs DAR
-11.0%
-31.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | +0.1% | +1.4% | -1.2% | -0.3% |
| 30D | +0.7% | +12.8% | -12.1% | -2.9% |
| 3M | +36.3% | +7.4% | +29.0% | +32.9% |
| 6M | +25.6% | +22.3% | +3.3% | +17.4% |
| YTD | +23.7% | +81.1% | -57.4% | +2.9% |
| 1Y | +37.6% | +106.5% | -68.9% | +9.4% |
| 3Y | -6.6% | +5.3% | -11.9% | -12.8% |
| All | -42.4% | -11.0% | -31.4% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling