+183.7%
TECH vs DGX
+255.3%
-71.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.7% |
| 7D | -0.4% | -0.9% | +0.5% | 0.0% |
| 30D | 0.0% | -1.2% | +1.1% | +0.4% |
| 3M | +33.7% | +15.8% | +17.9% | +24.3% |
| 6M | +34.9% | +18.2% | +16.7% | +24.5% |
| YTD | +23.2% | +37.2% | -14.0% | +5.7% |
| 1Y | +36.3% | +30.4% | +6.0% | +19.3% |
| 3Y | +2.3% | +96.7% | -94.4% | -26.4% |
| 5Y | -42.9% | +67.2% | -110.1% | -56.1% |
| All | +183.7% | +255.3% | -71.7% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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