+5,510.4%
TECH vs DGX
+8,796.3%
-3,285.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +0.1% | -1.2% | +1.3% | +0.5% |
| 3M | +37.5% | +19.9% | +17.6% | +30.1% |
| 6M | +34.6% | +19.2% | +15.4% | +27.8% |
| YTD | +23.5% | +37.5% | -14.0% | +12.3% |
| 1Y | +34.4% | +31.3% | +3.1% | +23.6% |
| 3Y | +2.3% | +96.6% | -94.4% | -16.4% |
| 5Y | -41.7% | +64.3% | -106.0% | -49.9% |
| 10Y | +177.6% | +241.1% | -63.5% | +93.2% |
| All | +5,510.4% | +8,796.3% | -3,285.9% | +1,599.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling