+13,449.8%
GOOG vs DTE
+821.0%
+12,628.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.0% |
| 7D | 0.0% | -2.6% | +2.6% | +1.0% |
| 30D | -2.0% | -4.4% | +2.4% | -0.3% |
| 3M | -5.9% | -8.3% | +2.5% | -2.9% |
| 6M | +8.9% | -8.1% | +17.0% | +12.0% |
| YTD | +7.1% | +4.4% | +2.7% | +4.5% |
| 1Y | +39.7% | +0.2% | +39.5% | +38.4% |
| 3Y | +145.8% | +42.6% | +103.2% | +105.4% |
| 5Y | +138.6% | +31.5% | +107.1% | +104.1% |
| 10Y | +791.5% | +138.2% | +653.3% | +446.3% |
| All | +13,449.8% | +821.0% | +12,628.8% | +4,126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling