+667.7%
GOOGL vs DRI
+339.9%
+327.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -16.8% | +14.7% | -31.5% | -19.8% |
| 3M | -14.6% | +5.4% | -20.0% | -16.0% |
| 6M | -24.4% | +18.8% | -43.2% | -28.2% |
| YTD | -6.1% | +28.4% | -34.4% | -12.9% |
| 1Y | +1.0% | +37.7% | -36.7% | -8.2% |
| 3Y | +123.4% | +68.0% | +55.5% | +89.0% |
| 5Y | +103.2% | +78.8% | +24.4% | +67.2% |
| 10Y | +667.7% | +334.2% | +333.6% | +454.6% |
| All | +667.7% | +339.9% | +327.9% | +454.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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