+39.4%
GOOGL vs DLR
+14.5%
+24.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -3.2% | -2.9% | -0.3% | -2.8% |
| 3M | -6.6% | +3.2% | -9.8% | -8.8% |
| 6M | +8.5% | +3.9% | +4.6% | +6.2% |
| YTD | +6.5% | +21.4% | -15.0% | -1.0% |
| 1Y | +39.4% | +9.7% | +29.7% | +34.1% |
| All | +39.4% | +14.5% | +24.9% | +34.1% |
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