+177.6%
TECH vs DD
+69.4%
+108.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | +0.1% | -7.4% | +7.6% | +3.1% |
| 3M | +37.5% | -6.4% | +43.9% | +40.6% |
| 6M | +34.6% | -2.5% | +37.1% | +34.0% |
| YTD | +23.5% | +10.2% | +13.2% | +17.1% |
| 1Y | +34.4% | +36.9% | -2.5% | +16.4% |
| 3Y | +2.3% | +47.0% | -44.8% | -14.3% |
| 5Y | -41.7% | +63.1% | -104.9% | -53.4% |
| 10Y | +177.6% | +68.2% | +109.5% | +110.0% |
| All | +177.6% | +69.4% | +108.3% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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