+138.3%
GOOGL vs DE
+97.0%
+41.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.8% | -2.4% | -0.5% | -2.4% |
| 30D | -3.2% | +9.7% | -12.9% | -5.1% |
| 3M | -6.6% | +21.4% | -28.0% | -10.5% |
| 6M | +8.5% | +15.0% | -6.6% | +4.9% |
| YTD | +6.5% | +46.4% | -40.0% | -2.8% |
| 1Y | +39.4% | +45.6% | -6.2% | +27.3% |
| 3Y | +146.2% | +76.8% | +69.4% | +113.2% |
| 5Y | +138.3% | +99.4% | +38.9% | +98.0% |
| All | +138.3% | +97.0% | +41.4% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling