+44.6%
GOOG vs DLR
+19.9%
+24.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -2.1% | +1.6% | -3.7% | -2.4% |
| 30D | -6.8% | -3.4% | -3.5% | -6.3% |
| 3M | -9.1% | +0.5% | -9.6% | -9.8% |
| 6M | +10.7% | +4.6% | +6.2% | +8.6% |
| YTD | +7.1% | +23.4% | -16.4% | +0.3% |
| 1Y | +44.6% | +19.0% | +25.6% | +37.5% |
| All | +44.6% | +19.9% | +24.7% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling