+13,164.2%
GOOG vs DVA
+1,154.4%
+12,009.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.5% |
| 7D | -1.6% | +2.0% | -3.6% | -2.0% |
| 30D | -7.7% | -0.4% | -7.3% | -7.6% |
| 3M | -9.3% | -7.7% | -1.6% | -8.1% |
| 6M | +7.4% | +20.0% | -12.5% | +1.5% |
| YTD | +4.9% | +61.1% | -56.2% | -8.7% |
| 1Y | +37.2% | +33.9% | +3.3% | +24.8% |
| 3Y | +141.6% | +91.5% | +50.1% | +92.1% |
| 5Y | +128.8% | +41.8% | +87.0% | +90.8% |
| 10Y | +772.7% | +187.5% | +585.2% | +448.0% |
| All | +13,164.2% | +1,154.4% | +12,009.9% | +5,479.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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