+132.5%
GOOGL vs DT
-28.0%
+160.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -1.9% | -0.5% | -1.3% | -1.7% |
| 30D | -7.5% | +0.1% | -7.5% | -7.6% |
| 3M | -9.2% | +24.1% | -33.3% | -14.7% |
| 6M | +8.1% | +30.1% | -22.0% | -1.2% |
| YTD | +5.8% | +16.8% | -10.9% | -0.6% |
| 1Y | +38.3% | -0.1% | +38.4% | +35.8% |
| 3Y | +144.8% | +6.8% | +137.9% | +129.2% |
| 5Y | +132.5% | -28.4% | +160.9% | +102.8% |
| All | +132.5% | -28.0% | +160.5% | +102.8% |
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