+124.3%
GOOGL vs DT
-12.5%
+136.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | +1.6% | -5.4% | +7.0% | +2.3% |
| 30D | -16.8% | -32.2% | +15.4% | -12.7% |
| 3M | -14.6% | -10.9% | -3.7% | -13.5% |
| 6M | -24.4% | +10.0% | -34.4% | -25.9% |
| YTD | -6.1% | +2.1% | -8.1% | -6.6% |
| 1Y | +1.0% | -5.5% | +6.5% | +2.0% |
| All | +124.3% | -12.5% | +136.8% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling