+34.1%
TECH vs DD
+33.7%
+0.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.6% |
| 7D | -0.1% | -3.8% | +3.7% | +0.9% |
| 30D | +0.3% | -9.2% | +9.5% | +2.9% |
| 3M | +32.9% | -9.0% | +41.9% | +36.0% |
| 6M | +32.1% | -5.0% | +37.0% | +30.3% |
| YTD | +23.4% | +7.4% | +16.0% | +15.8% |
| 1Y | +34.1% | +35.1% | -1.1% | +9.9% |
| All | +34.1% | +33.7% | +0.4% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling