+6,440.2%
TECH vs DVA
+5,180.6%
+1,259.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | +0.1% | -4.8% | +4.9% | +0.8% |
| 30D | +0.3% | +0.9% | -0.6% | 0.0% |
| 3M | +1.0% | +2.9% | -1.9% | +0.3% |
| 6M | +54.0% | -7.8% | +61.7% | +54.8% |
| YTD | +24.3% | +61.5% | -37.2% | +12.8% |
| 1Y | +23.7% | +50.1% | -26.4% | +13.5% |
| 3Y | +28.5% | +121.1% | -92.7% | +10.5% |
| 5Y | -41.2% | +72.9% | -114.1% | -48.6% |
| 10Y | +189.2% | +208.2% | -19.1% | +127.2% |
| All | +6,440.2% | +5,180.6% | +1,259.7% | +3,835.5% |
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