+145.8%
GOOG vs DE
+74.6%
+71.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | 0.0% | -2.6% | +2.6% | +0.4% |
| 30D | -2.0% | +9.0% | -11.0% | -3.3% |
| 3M | -5.9% | +19.1% | -25.0% | -8.7% |
| 6M | +8.9% | +14.4% | -5.5% | +6.1% |
| YTD | +7.1% | +45.9% | -38.8% | -0.8% |
| 1Y | +39.7% | +43.6% | -3.9% | +29.7% |
| 3Y | +145.8% | +75.9% | +70.0% | +124.9% |
| All | +145.8% | +74.6% | +71.2% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling