+3.6%
GOOG vs DE
+49.6%
-46.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.2% |
| 7D | -10.7% | +5.6% | -16.3% | -10.9% |
| 30D | -16.4% | -0.8% | -15.6% | -16.2% |
| 3M | -23.4% | +9.8% | -33.2% | -23.9% |
| 6M | -24.2% | +17.5% | -41.8% | -25.2% |
| YTD | -8.3% | +46.5% | -54.7% | -13.3% |
| 1Y | +3.6% | +46.1% | -42.5% | -2.2% |
| All | +3.6% | +49.6% | -46.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling