+99.2%
GOOG vs DAR
-29.6%
+128.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.3% |
| 7D | +4.8% | +9.2% | -4.4% | +3.4% |
| 30D | -15.5% | -12.3% | -3.2% | -13.8% |
| 3M | -13.7% | -12.7% | -1.0% | -12.1% |
| 6M | -23.0% | -12.8% | -10.2% | -21.7% |
| YTD | -5.7% | +53.8% | -59.5% | -13.8% |
| 1Y | +3.0% | +60.3% | -57.3% | -6.7% |
| 3Y | +122.4% | +31.7% | +90.7% | +101.5% |
| 5Y | +99.2% | -27.7% | +127.0% | +105.9% |
| All | +99.2% | -29.6% | +128.8% | +105.9% |
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