+121.0%
GOOG vs DT
-11.4%
+132.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | +3.0% | +3.1% | -0.1% | +2.6% |
| 30D | -14.9% | -29.5% | +14.7% | -11.2% |
| 3M | -14.9% | -11.7% | -3.2% | -13.7% |
| 6M | -26.6% | +29.0% | -55.6% | -29.6% |
| YTD | -6.6% | +3.4% | -10.0% | -7.3% |
| 1Y | +5.1% | -4.2% | +9.3% | +6.0% |
| 3Y | +121.0% | -12.8% | +133.8% | +132.0% |
| All | +121.0% | -11.4% | +132.3% | +132.0% |
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