+142.1%
GOOG vs DIA
+57.1%
+85.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.2% |
| 7D | -2.5% | -3.0% | +0.5% | +0.4% |
| 30D | -3.6% | -3.0% | -0.6% | -0.8% |
| 3M | -6.4% | +4.5% | -10.9% | -10.1% |
| 6M | +7.8% | +9.8% | -2.0% | -1.0% |
| YTD | +5.5% | +9.3% | -3.8% | -3.0% |
| 1Y | +38.3% | +16.0% | +22.3% | +20.4% |
| All | +142.1% | +57.1% | +85.1% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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