+121.0%
GOOG vs DLR
+54.1%
+66.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | +3.0% | +3.3% | -0.3% | +2.1% |
| 30D | -14.9% | +4.6% | -19.5% | -16.0% |
| 3M | -14.9% | -8.3% | -6.6% | -13.1% |
| 6M | -26.6% | -5.6% | -21.0% | -26.1% |
| YTD | -6.6% | +18.7% | -25.3% | -12.7% |
| 1Y | +5.1% | +17.1% | -12.0% | -1.4% |
| 3Y | +121.0% | +54.4% | +66.6% | +89.5% |
| All | +121.0% | +54.1% | +66.9% | +89.5% |
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 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