+103.2%
GOOGL vs DT
-39.8%
+143.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.7% |
| 7D | +1.6% | -5.4% | +7.0% | +3.0% |
| 30D | -16.8% | -32.2% | +15.4% | -8.3% |
| 3M | -14.6% | -10.9% | -3.7% | -12.7% |
| 6M | -24.4% | +10.0% | -34.4% | -28.0% |
| YTD | -6.1% | +2.1% | -8.1% | -9.4% |
| 1Y | +1.0% | -5.5% | +6.5% | -0.2% |
| 3Y | +123.4% | -12.4% | +135.8% | +119.7% |
| 5Y | +103.2% | -39.7% | +142.9% | +100.9% |
| All | +103.2% | -39.8% | +143.0% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling