+11,791.0%
GOOGL vs DD
+305.8%
+11,485.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +3.9% | +5.0% | -1.1% | +2.1% |
| 30D | -14.9% | +19.7% | -34.6% | -20.4% |
| 3M | -14.6% | +7.2% | -21.7% | -17.0% |
| 6M | -26.4% | +1.0% | -27.5% | -27.4% |
| YTD | -5.3% | +29.1% | -34.4% | -14.9% |
| 1Y | +6.5% | +28.5% | -22.0% | -4.3% |
| 3Y | +126.0% | +89.4% | +36.6% | +72.3% |
| 5Y | +100.8% | +67.1% | +33.7% | +58.7% |
| 10Y | +673.8% | +97.5% | +576.2% | +434.4% |
| All | +11,791.0% | +305.8% | +11,485.2% | +5,597.1% |
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