+4.4%
GOOGL vs DLR
+11.0%
-6.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +2.8% |
| 7D | -11.1% | +2.8% | -13.9% | -11.4% |
| 30D | -16.6% | +2.8% | -19.4% | -17.0% |
| 3M | -23.4% | -4.0% | -19.5% | -23.1% |
| 6M | -24.5% | -5.6% | -18.9% | -23.5% |
| YTD | -7.5% | +21.9% | -29.5% | -12.8% |
| 1Y | +4.4% | +13.0% | -8.6% | +2.2% |
| All | +4.4% | +11.0% | -6.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling