+3.6%
GOOG vs DOW
+50.2%
-46.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.2% | +6.5% | +2.9% |
| 7D | -10.7% | -4.2% | -6.6% | -11.2% |
| 30D | -16.4% | +14.7% | -31.1% | -15.0% |
| 3M | -23.4% | +9.1% | -32.5% | -22.5% |
| 6M | -24.2% | -17.7% | -6.6% | -25.1% |
| YTD | -8.3% | +44.6% | -52.9% | -9.6% |
| 1Y | +3.6% | +51.9% | -48.3% | +2.9% |
| All | +3.6% | +50.2% | -46.6% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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