+11,697.7%
GOOGL vs DD
+310.6%
+11,387.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +1.6% | +3.2% | -1.7% | +0.4% |
| 30D | -16.8% | +20.3% | -37.1% | -22.2% |
| 3M | -14.6% | +8.2% | -22.8% | -17.3% |
| 6M | -24.4% | +3.4% | -27.8% | -25.9% |
| YTD | -6.1% | +30.6% | -36.7% | -15.9% |
| 1Y | +1.0% | +30.6% | -29.7% | -9.7% |
| 3Y | +123.4% | +91.1% | +32.3% | +69.8% |
| 5Y | +103.2% | +68.6% | +34.6% | +60.1% |
| 10Y | +667.7% | +99.9% | +567.8% | +428.1% |
| All | +11,697.7% | +310.6% | +11,387.1% | +5,529.5% |
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