+142.1%
GOOG vs DT
+8.0%
+134.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -2.5% | -2.5% | 0.0% | -2.1% |
| 30D | -3.6% | +3.5% | -7.2% | -4.2% |
| 3M | -6.4% | +26.7% | -33.1% | -10.1% |
| 6M | +7.8% | +36.1% | -28.4% | +1.4% |
| YTD | +5.5% | +18.6% | -13.2% | +2.3% |
| 1Y | +38.3% | +7.9% | +30.4% | +36.9% |
| All | +142.1% | +8.0% | +134.2% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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