+6,407.0%
TECH vs DVA
+5,194.7%
+1,212.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +0.1% | +1.8% | -1.7% | -0.2% |
| 30D | +0.7% | -2.5% | +3.2% | +1.0% |
| 3M | +36.3% | -4.3% | +40.6% | +36.7% |
| 6M | +25.6% | +18.9% | +6.7% | +20.5% |
| YTD | +23.7% | +61.9% | -38.3% | +12.4% |
| 1Y | +37.6% | +35.7% | +1.9% | +28.6% |
| 3Y | -6.6% | +78.6% | -85.2% | -17.2% |
| 5Y | -42.2% | +39.2% | -81.4% | -47.8% |
| 10Y | +187.6% | +184.0% | +3.5% | +128.8% |
| All | +6,407.0% | +5,194.7% | +1,212.3% | +3,823.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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