+454.2%
GOOGL vs DT
+101.6%
+352.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -2.8% | -2.5% | -0.3% | -2.2% |
| 30D | -3.2% | +3.5% | -6.7% | -4.3% |
| 3M | -6.6% | +26.7% | -33.3% | -13.1% |
| 6M | +8.5% | +36.1% | -27.7% | -2.4% |
| YTD | +6.5% | +18.6% | -12.2% | -0.9% |
| 1Y | +39.4% | +7.9% | +31.5% | +32.9% |
| 3Y | +146.2% | +8.6% | +137.6% | +129.1% |
| 5Y | +138.3% | -26.7% | +165.0% | +134.4% |
| All | +454.2% | +101.6% | +352.5% | +287.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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