+463.9%
GOOGL vs DT
+103.5%
+360.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -2.3% | -3.3% | +1.0% | -1.5% |
| 30D | -6.6% | +2.0% | -8.6% | -7.2% |
| 3M | -8.9% | +20.0% | -28.9% | -14.0% |
| 6M | +11.9% | +39.3% | -27.4% | -0.1% |
| YTD | +8.3% | +19.8% | -11.4% | +0.6% |
| 1Y | +46.2% | +4.3% | +41.9% | +40.8% |
| 3Y | +151.9% | +7.7% | +144.2% | +135.0% |
| 5Y | +137.7% | -26.8% | +164.5% | +134.0% |
| All | +463.9% | +103.5% | +360.4% | +293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling