-4.8%
TECH vs DOC
+20.8%
-25.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.7% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | +0.7% | -4.8% | +5.5% | +2.7% |
| 3M | +36.3% | +6.9% | +29.5% | +32.4% |
| 6M | +25.6% | +20.7% | +4.8% | +14.3% |
| YTD | +23.7% | +34.1% | -10.5% | +4.5% |
| 1Y | +37.6% | +22.6% | +15.0% | +23.1% |
| All | -4.8% | +20.8% | -25.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling