+13,444.1%
GOOG vs DRI
+2,149.4%
+11,294.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | -6.8% | +3.8% | -10.7% | -7.9% |
| 3M | -9.1% | +13.0% | -22.1% | -12.6% |
| 6M | +10.7% | +8.3% | +2.4% | +7.5% |
| YTD | +7.1% | +20.6% | -13.6% | +0.4% |
| 1Y | +44.6% | +6.5% | +38.2% | +40.1% |
| 3Y | +147.4% | +53.7% | +93.7% | +111.6% |
| 5Y | +133.8% | +72.7% | +61.1% | +91.5% |
| 10Y | +777.5% | +363.2% | +414.4% | +385.7% |
| All | +13,444.1% | +2,149.4% | +11,294.7% | +5,202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling