+11,791.0%
GOOGL vs DIA
+744.7%
+11,046.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +3.9% | +2.1% | +1.7% | +1.8% |
| 30D | -14.9% | +1.5% | -16.4% | -16.2% |
| 3M | -14.6% | -2.4% | -12.1% | -12.6% |
| 6M | -26.4% | +6.0% | -32.4% | -30.4% |
| YTD | -5.3% | +10.1% | -15.4% | -13.6% |
| 1Y | +6.5% | +11.8% | -5.4% | -4.4% |
| 3Y | +126.0% | +59.7% | +66.3% | +43.7% |
| 5Y | +100.8% | +57.9% | +42.9% | +31.3% |
| 10Y | +673.8% | +236.2% | +437.6% | +150.5% |
| All | +11,791.0% | +744.7% | +11,046.3% | +1,825.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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