+7,062.0%
GOOGL vs DLR
+3,595.6%
+3,466.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | +1.6% | -3.9% | -2.8% |
| 30D | -6.6% | -3.4% | -3.2% | -5.7% |
| 3M | -8.9% | +0.5% | -9.5% | -9.8% |
| 6M | +11.9% | +4.6% | +7.3% | +9.6% |
| YTD | +8.3% | +23.4% | -15.1% | +0.4% |
| 1Y | +46.2% | +19.0% | +27.2% | +36.8% |
| 3Y | +151.9% | +56.5% | +95.3% | +112.5% |
| 5Y | +137.7% | +33.3% | +104.4% | +107.1% |
| 10Y | +757.6% | +165.1% | +592.4% | +485.0% |
| All | +7,062.0% | +3,595.6% | +3,466.3% | +2,588.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling