+123.1%
GOOG vs DRI
+67.6%
+55.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +4.8% | -0.3% | +5.2% | +4.9% |
| 30D | -15.5% | +10.8% | -26.3% | -16.5% |
| 3M | -13.7% | +0.9% | -14.6% | -13.8% |
| 6M | -23.0% | +16.3% | -39.3% | -24.6% |
| YTD | -5.7% | +27.8% | -33.5% | -9.2% |
| 1Y | +3.0% | +33.9% | -30.8% | -1.6% |
| All | +123.1% | +67.6% | +55.5% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling