+13,503.3%
GOOGL vs DE
+3,307.1%
+10,196.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | -4.4% | +9.6% | -14.1% | -7.8% |
| 3M | -6.8% | +19.0% | -25.8% | -12.9% |
| 6M | +13.6% | +16.1% | -2.5% | +6.6% |
| YTD | +8.3% | +47.0% | -38.7% | -7.2% |
| 1Y | +44.9% | +43.1% | +1.8% | +25.1% |
| 3Y | +150.5% | +77.5% | +73.0% | +95.6% |
| 5Y | +137.7% | +96.4% | +41.4% | +72.7% |
| 10Y | +750.9% | +852.9% | -102.0% | +221.0% |
| All | +13,503.3% | +3,307.1% | +10,196.2% | +2,778.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling