+38.3%
GOOGL vs DRI
+3.0%
+35.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -2.3% |
| 7D | -1.9% | -4.8% | +3.0% | -1.9% |
| 30D | -7.5% | -3.9% | -3.5% | -7.5% |
| 3M | -9.2% | +5.1% | -14.2% | -9.1% |
| 6M | +8.1% | +5.5% | +2.6% | +8.0% |
| YTD | +5.8% | +16.5% | -10.6% | +7.3% |
| 1Y | +38.3% | +2.0% | +36.4% | +38.0% |
| All | +38.3% | +3.0% | +35.3% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling