+4.5%
GOOGL vs DLR
+12.6%
-8.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +5.7% | +5.0% | +0.7% | +4.9% |
| 30D | -15.6% | +3.0% | -18.6% | -16.0% |
| 3M | -13.0% | -6.3% | -6.7% | -12.2% |
| 6M | -22.8% | -4.8% | -18.0% | -22.2% |
| YTD | -4.4% | +21.0% | -25.4% | -10.4% |
| 1Y | +4.5% | +15.1% | -10.7% | +0.5% |
| All | +4.5% | +12.6% | -8.1% | +0.5% |
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