+136.0%
GOOG vs DIA
+64.3%
+71.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +0.4% |
| 7D | 0.0% | -1.6% | +1.6% | +1.8% |
| 30D | -2.0% | -2.0% | +0.1% | +0.4% |
| 3M | -5.9% | +3.6% | -9.5% | -9.6% |
| 6M | +8.9% | +11.5% | -2.6% | -3.6% |
| YTD | +7.1% | +10.4% | -3.2% | -4.4% |
| 1Y | +39.7% | +15.6% | +24.1% | +18.1% |
| 3Y | +145.8% | +58.9% | +87.0% | +37.5% |
| All | +136.0% | +64.3% | +71.7% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling