+118.8%
GOOGL vs DRI
+69.5%
+49.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +2.6% | +4.2% | -1.6% | +2.2% |
| 30D | -18.3% | +15.7% | -34.0% | -19.7% |
| 3M | -19.6% | +5.8% | -25.3% | -20.2% |
| 6M | -28.2% | +18.4% | -46.6% | -29.9% |
| YTD | -8.0% | +28.2% | -36.2% | -11.4% |
| 1Y | -0.7% | +35.9% | -36.6% | -5.3% |
| 3Y | +118.8% | +67.7% | +51.1% | +104.8% |
| All | +118.8% | +69.5% | +49.3% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling