-41.3%
TECH vs DGX
+66.8%
-108.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.9% |
| 7D | -0.4% | -0.9% | +0.5% | +0.1% |
| 30D | 0.0% | -1.2% | +1.1% | +0.5% |
| 3M | +33.7% | +15.8% | +17.9% | +22.2% |
| 6M | +34.9% | +18.2% | +16.7% | +22.1% |
| YTD | +23.2% | +37.2% | -14.0% | +1.9% |
| 1Y | +36.3% | +30.4% | +6.0% | +15.5% |
| 3Y | +2.3% | +96.7% | -94.4% | -33.6% |
| All | -41.3% | +66.8% | -108.1% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling