+138.3%
GOOGL vs DD
+57.4%
+81.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -2.8% | -2.9% | +0.1% | -1.8% |
| 30D | -3.2% | -11.5% | +8.3% | +1.2% |
| 3M | -6.6% | -5.4% | -1.2% | -5.0% |
| 6M | +8.5% | -6.9% | +15.4% | +10.5% |
| YTD | +6.5% | +6.9% | -0.4% | +1.8% |
| 1Y | +39.4% | +35.6% | +3.8% | +19.9% |
| 3Y | +146.2% | +42.5% | +103.7% | +99.2% |
| 5Y | +138.3% | +58.5% | +79.9% | +82.4% |
| All | +138.3% | +57.4% | +81.0% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling