+136.0%
GOOG vs DTE
+30.3%
+105.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | 0.0% | -2.6% | +2.6% | +0.4% |
| 30D | -2.0% | -4.4% | +2.4% | -1.4% |
| 3M | -5.9% | -8.3% | +2.5% | -4.9% |
| 6M | +8.9% | -8.1% | +17.0% | +10.0% |
| YTD | +7.1% | +4.4% | +2.7% | +5.9% |
| 1Y | +39.7% | +0.2% | +39.5% | +39.1% |
| 3Y | +145.8% | +42.6% | +103.2% | +122.6% |
| All | +136.0% | +30.3% | +105.7% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling