+746.7%
GOOGL vs DRI
+348.4%
+398.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.9% |
| 7D | -1.9% | -4.8% | +3.0% | -0.6% |
| 30D | -7.5% | -3.9% | -3.5% | -6.6% |
| 3M | -9.2% | +5.1% | -14.2% | -10.6% |
| 6M | +8.1% | +5.5% | +2.6% | +6.0% |
| YTD | +5.8% | +16.5% | -10.6% | +0.8% |
| 1Y | +38.3% | +2.0% | +36.4% | +36.0% |
| 3Y | +144.8% | +54.5% | +90.3% | +111.8% |
| 5Y | +132.5% | +66.6% | +66.0% | +95.1% |
| 10Y | +746.7% | +353.6% | +393.1% | +490.6% |
| All | +746.7% | +348.4% | +398.2% | +490.6% |
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