+135.0%
GOOG vs DAR
-6.7%
+141.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | -3.6% | +6.4% | -10.0% | -4.7% |
| 3M | -6.4% | +13.2% | -19.7% | -8.7% |
| 6M | +7.8% | +26.2% | -18.4% | +2.9% |
| YTD | +5.5% | +84.4% | -78.9% | -6.1% |
| 1Y | +38.3% | +112.0% | -73.8% | +19.3% |
| 3Y | +143.1% | +13.4% | +129.7% | +133.1% |
| 5Y | +135.0% | -6.0% | +141.0% | +122.4% |
| All | +135.0% | -6.7% | +141.7% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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