-39.9%
TECH vs DOC
-22.8%
-17.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -1.3% |
| 7D | +0.1% | +8.7% | -8.7% | -3.6% |
| 30D | +0.2% | +7.6% | -7.4% | -3.2% |
| 3M | +1.0% | -5.3% | +6.3% | +3.1% |
| 6M | +33.3% | +27.6% | +5.7% | +15.1% |
| YTD | +24.2% | +32.4% | -8.2% | +4.3% |
| 1Y | +19.7% | +22.9% | -3.1% | +5.1% |
| 3Y | +25.8% | +43.1% | -17.3% | +0.5% |
| 5Y | -39.9% | -21.4% | -18.5% | -36.3% |
| All | -39.9% | -22.8% | -17.1% | -36.3% |
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