-42.4%
TECH vs DOC
-24.5%
-17.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | +0.1% | -1.5% | +1.6% | +0.8% |
| 30D | +0.7% | -4.8% | +5.5% | +2.8% |
| 3M | +36.3% | +6.9% | +29.5% | +32.0% |
| 6M | +25.6% | +20.7% | +4.8% | +12.5% |
| YTD | +23.7% | +34.1% | -10.5% | +3.7% |
| 1Y | +37.6% | +22.6% | +15.0% | +21.5% |
| 3Y | -6.6% | +20.8% | -27.4% | -18.0% |
| All | -42.4% | -24.5% | -17.8% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling