+7,030.2%
GOOG vs DLR
+3,617.4%
+3,412.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.1% | +3.4% | -2.3% | 0.0% |
| 30D | -5.1% | -2.2% | -2.8% | -4.5% |
| 3M | -7.1% | +4.7% | -11.8% | -9.1% |
| 6M | +12.7% | +9.0% | +3.6% | +8.9% |
| YTD | +7.1% | +24.1% | -17.1% | -1.0% |
| 1Y | +43.6% | +20.9% | +22.7% | +33.7% |
| 3Y | +146.8% | +60.0% | +86.7% | +106.8% |
| 5Y | +133.7% | +35.3% | +98.4% | +102.6% |
| 10Y | +773.3% | +165.8% | +607.6% | +495.1% |
| All | +7,030.2% | +3,617.4% | +3,412.8% | +2,570.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling