+11,830.0%
GOOG vs DRI
+2,283.0%
+9,547.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +4.8% | -0.3% | +5.2% | +4.9% |
| 30D | -15.5% | +10.8% | -26.3% | -18.1% |
| 3M | -13.7% | +0.9% | -14.6% | -14.2% |
| 6M | -23.0% | +16.3% | -39.3% | -26.8% |
| YTD | -5.7% | +27.8% | -33.5% | -13.2% |
| 1Y | +3.0% | +33.9% | -30.8% | -6.6% |
| 3Y | +122.4% | +67.2% | +55.2% | +85.3% |
| 5Y | +99.2% | +79.0% | +20.2% | +61.4% |
| 10Y | +690.8% | +332.2% | +358.6% | +347.6% |
| All | +11,830.0% | +2,283.0% | +9,547.1% | +4,482.7% |
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 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