-40.2%
TECH vs DOC
-22.1%
-18.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | +6.2% | -6.3% | -2.8% |
| 30D | +0.3% | +6.5% | -6.1% | -2.6% |
| 3M | +1.0% | -6.2% | +7.3% | +3.6% |
| 6M | +28.6% | +25.6% | +3.0% | +12.1% |
| YTD | +24.1% | +32.1% | -8.0% | +4.3% |
| 1Y | +21.9% | +20.3% | +1.6% | +8.4% |
| 3Y | +25.7% | +42.7% | -17.0% | +0.5% |
| 5Y | -40.2% | -22.2% | -18.1% | -36.4% |
| All | -40.2% | -22.1% | -18.1% | -36.4% |
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