+128.8%
GOOG vs DRI
+68.4%
+60.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.6% |
| 7D | -1.6% | -4.8% | +3.3% | -0.1% |
| 30D | -7.7% | -3.9% | -3.7% | -6.7% |
| 3M | -9.3% | +5.1% | -14.4% | -11.1% |
| 6M | +7.4% | +5.5% | +1.9% | +4.9% |
| YTD | +4.9% | +16.5% | -11.6% | -1.5% |
| 1Y | +37.2% | +2.0% | +35.2% | +34.6% |
| 3Y | +141.6% | +54.5% | +87.1% | +94.4% |
| 5Y | +128.8% | +66.6% | +62.2% | +68.2% |
| All | +128.8% | +68.4% | +60.3% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling