-24.8%
GOOG vs D
+11.4%
-36.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +1.9% |
| 7D | +1.2% | -2.4% | +3.6% | +0.8% |
| 30D | -16.7% | +9.0% | -25.7% | -15.4% |
| 3M | -15.2% | +1.0% | -16.2% | -14.5% |
| 6M | -24.8% | +11.0% | -35.8% | -24.5% |
| All | -24.8% | +11.4% | -36.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 6mo: compounded portfolio wealth divided by compounded D 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…
6mo analysis · Full analysis span regression · 6 months rolling