+755.6%
GOOGL vs DD
+66.6%
+689.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.9% |
| 7D | 0.0% | -3.5% | +3.5% | +1.3% |
| 30D | -1.4% | -11.7% | +10.2% | +2.9% |
| 3M | -5.3% | -9.2% | +3.9% | -2.3% |
| 6M | +9.8% | -7.2% | +17.0% | +11.9% |
| YTD | +8.4% | +6.6% | +1.7% | +4.4% |
| 1Y | +41.2% | +32.0% | +9.2% | +25.2% |
| 3Y | +149.6% | +42.1% | +107.4% | +109.3% |
| 5Y | +142.6% | +58.1% | +84.5% | +93.2% |
| All | +755.6% | +66.6% | +689.0% | +527.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling