-2.3%
GOOG vs DRAM
+67.1%
-69.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.3% | +8.6% | +3.5% |
| 7D | -10.7% | -16.6% | +5.9% | -9.8% |
| 30D | -16.4% | -26.9% | +10.4% | -15.3% |
| 3M | -23.4% | -17.8% | -5.6% | -22.8% |
| 6M | -24.2% | +6.2% | -30.4% | -29.4% |
| All | -2.3% | +67.1% | -69.4% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 DRAM 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