+6,220.6%
GOOGL vs DLR
+3,523.8%
+2,696.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | +5.7% | +5.0% | +0.7% | +4.1% |
| 30D | -15.6% | +3.0% | -18.6% | -16.5% |
| 3M | -13.0% | -6.3% | -6.7% | -11.6% |
| 6M | -22.8% | -4.8% | -18.0% | -22.4% |
| YTD | -4.4% | +21.0% | -25.4% | -11.1% |
| 1Y | +4.5% | +15.1% | -10.7% | -1.4% |
| 3Y | +127.4% | +56.0% | +71.4% | +91.8% |
| 5Y | +102.8% | +39.1% | +63.7% | +74.2% |
| 10Y | +681.5% | +193.3% | +488.2% | +416.4% |
| All | +6,220.6% | +3,523.8% | +2,696.8% | +2,279.9% |
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