+13,444.1%
GOOG vs DIA
+760.2%
+12,683.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -2.1% | -0.2% | -2.0% | -2.0% |
| 30D | -6.8% | -1.5% | -5.3% | -5.4% |
| 3M | -9.1% | +3.8% | -12.8% | -12.2% |
| 6M | +10.7% | +10.3% | +0.4% | +1.1% |
| YTD | +7.1% | +12.1% | -5.0% | -4.0% |
| 1Y | +44.6% | +18.6% | +26.0% | +22.9% |
| 3Y | +147.4% | +60.6% | +86.8% | +56.7% |
| 5Y | +133.8% | +64.4% | +69.4% | +47.3% |
| 10Y | +777.5% | +250.1% | +527.4% | +173.6% |
| All | +13,444.1% | +760.2% | +12,683.9% | +2,057.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling