+767.4%
GOOG vs DRI
+348.7%
+418.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -2.5% | -4.8% | +2.3% | -1.3% |
| 30D | -3.6% | -5.2% | +1.6% | -2.4% |
| 3M | -6.4% | +2.7% | -9.2% | -7.4% |
| 6M | +7.8% | +3.6% | +4.2% | +6.2% |
| YTD | +5.5% | +15.4% | -9.9% | +0.7% |
| 1Y | +38.3% | +1.3% | +37.0% | +36.2% |
| 3Y | +143.1% | +53.1% | +90.0% | +111.0% |
| 5Y | +135.0% | +64.6% | +70.4% | +97.9% |
| All | +767.4% | +348.7% | +418.7% | +521.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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