+13,447.0%
GOOG vs DD
+246.5%
+13,200.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | -5.1% | -7.4% | +2.4% | -2.6% |
| 3M | -7.1% | -6.4% | -0.6% | -5.2% |
| 6M | +12.7% | -2.5% | +15.1% | +12.8% |
| YTD | +7.1% | +10.2% | -3.2% | +2.1% |
| 1Y | +43.6% | +36.9% | +6.7% | +26.1% |
| 3Y | +146.8% | +47.0% | +99.7% | +106.1% |
| 5Y | +133.7% | +63.1% | +70.5% | +86.4% |
| 10Y | +773.3% | +68.2% | +705.2% | +540.0% |
| All | +13,447.0% | +246.5% | +13,200.4% | +6,784.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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