+46.1%
GOOGL vs DLR
+19.9%
+26.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.3% | +1.6% | -3.9% | -2.6% |
| 30D | -6.6% | -3.4% | -3.3% | -6.1% |
| 3M | -9.0% | +0.5% | -9.5% | -9.7% |
| 6M | +11.8% | +4.6% | +7.2% | +9.6% |
| YTD | +8.3% | +23.4% | -15.1% | +1.3% |
| 1Y | +46.1% | +19.0% | +27.1% | +38.8% |
| All | +46.1% | +19.9% | +26.2% | +38.8% |
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