+142.1%
GOOG vs DLR
+55.5%
+86.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.2% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | -3.6% | -2.9% | -0.8% | -3.0% |
| 3M | -6.4% | +3.2% | -9.7% | -8.2% |
| 6M | +7.8% | +3.9% | +3.9% | +5.7% |
| YTD | +5.5% | +21.4% | -15.9% | -1.7% |
| 1Y | +38.3% | +9.7% | +28.6% | +32.9% |
| All | +142.1% | +55.5% | +86.6% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling