+692.8%
GOOGL vs DLR
+188.2%
+504.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | +3.9% | +3.3% | +0.5% | +2.7% |
| 30D | -14.9% | +4.6% | -19.5% | -16.4% |
| 3M | -14.6% | -8.3% | -6.3% | -12.4% |
| 6M | -26.4% | -5.6% | -20.8% | -25.9% |
| YTD | -5.3% | +18.7% | -24.0% | -12.2% |
| 1Y | +6.5% | +17.1% | -10.6% | -0.8% |
| 3Y | +126.0% | +54.4% | +71.7% | +86.8% |
| 5Y | +100.8% | +36.5% | +64.3% | +69.4% |
| All | +692.8% | +188.2% | +504.6% | +436.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling