+0.4%
GOOG vs DRAM
+61.7%
-61.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.8% |
| 7D | +4.8% | +18.0% | -13.1% | +3.7% |
| 30D | -15.5% | -17.4% | +1.9% | -14.8% |
| 3M | -13.7% | -20.3% | +6.7% | -13.0% |
| 6M | -23.0% | -14.9% | -8.1% | -25.3% |
| All | +0.4% | +61.7% | -61.3% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling