+460.1%
GOOG vs DT
+97.2%
+362.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.9% |
| 7D | +1.1% | -4.9% | +5.9% | +2.4% |
| 30D | -5.1% | +2.7% | -7.8% | -5.9% |
| 3M | -7.1% | +20.0% | -27.0% | -12.2% |
| 6M | +12.7% | +28.0% | -15.4% | +3.1% |
| YTD | +7.1% | +16.0% | -8.9% | +0.3% |
| 1Y | +43.6% | +0.7% | +42.9% | +39.6% |
| 3Y | +146.8% | +6.2% | +140.6% | +131.1% |
| 5Y | +133.7% | -28.1% | +161.8% | +131.0% |
| All | +460.1% | +97.2% | +362.8% | +295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling