-24.8%
GOOG vs DRAM
-18.3%
-6.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.4% | -8.4% | +1.6% |
| 7D | +1.2% | -0.6% | +1.7% | +1.0% |
| 30D | -16.7% | -18.0% | +1.3% | -16.5% |
| 3M | -15.2% | -11.9% | -3.3% | -15.1% |
| 6M | -24.8% | -18.6% | -6.2% | -25.3% |
| All | -24.8% | -18.3% | -6.4% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling