+11,715.7%
GOOG vs DIA
+744.7%
+10,971.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +3.0% | +2.1% | +0.9% | +0.9% |
| 30D | -14.9% | +1.5% | -16.4% | -16.1% |
| 3M | -14.9% | -2.4% | -12.5% | -12.9% |
| 6M | -26.6% | +6.0% | -32.6% | -30.6% |
| YTD | -6.6% | +10.1% | -16.7% | -14.8% |
| 1Y | +5.1% | +11.8% | -6.7% | -5.6% |
| 3Y | +121.0% | +59.7% | +61.2% | +40.5% |
| 5Y | +97.3% | +57.9% | +39.4% | +29.0% |
| 10Y | +683.2% | +236.2% | +447.0% | +153.6% |
| All | +11,715.7% | +744.7% | +10,971.0% | +1,813.5% |
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