+13,507.3%
GOOGL vs DD
+247.2%
+13,260.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.3% | -3.5% | +1.2% | -1.1% |
| 30D | -6.6% | -10.3% | +3.8% | -3.1% |
| 3M | -8.9% | -7.5% | -1.4% | -6.7% |
| 6M | +11.9% | -8.0% | +19.9% | +14.3% |
| YTD | +8.3% | +10.5% | -2.1% | +3.3% |
| 1Y | +46.2% | +38.3% | +7.9% | +28.0% |
| 3Y | +151.9% | +42.5% | +109.4% | +112.8% |
| 5Y | +137.7% | +60.2% | +77.5% | +90.9% |
| 10Y | +757.6% | +68.9% | +688.7% | +528.0% |
| All | +13,507.3% | +247.2% | +13,260.0% | +6,813.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling