+145.2%
GOOGL vs DE
+75.2%
+70.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.8% | -2.4% | -0.5% | -2.5% |
| 30D | -3.2% | +9.7% | -12.9% | -4.6% |
| 3M | -6.6% | +21.4% | -28.0% | -9.6% |
| 6M | +8.5% | +15.0% | -6.6% | +5.7% |
| YTD | +6.5% | +46.4% | -40.0% | -1.3% |
| 1Y | +39.4% | +45.6% | -6.2% | +29.3% |
| All | +145.2% | +75.2% | +70.1% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 3y: compounded portfolio wealth divided by compounded DE 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…
3y analysis · Full analysis span regression · 6 months rolling