+13,164.2%
GOOG vs DE
+3,289.5%
+9,874.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.6% | -3.0% | +1.5% | -0.5% |
| 30D | -7.7% | +11.1% | -18.8% | -11.3% |
| 3M | -9.3% | +17.6% | -26.9% | -14.9% |
| 6M | +7.4% | +13.6% | -6.1% | +1.6% |
| YTD | +4.9% | +46.3% | -41.4% | -10.0% |
| 1Y | +37.2% | +44.2% | -7.0% | +18.1% |
| 3Y | +141.6% | +76.6% | +65.0% | +89.0% |
| 5Y | +128.8% | +98.2% | +30.5% | +65.6% |
| 10Y | +772.7% | +863.5% | -90.8% | +227.6% |
| All | +13,164.2% | +3,289.5% | +9,874.7% | +2,710.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling