+755.6%
GOOGL vs DTE
+137.8%
+617.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | 0.0% | -2.6% | +2.6% | +0.7% |
| 30D | -1.4% | -4.4% | +3.0% | -0.2% |
| 3M | -5.3% | -8.3% | +3.0% | -3.2% |
| 6M | +9.8% | -8.1% | +17.9% | +12.0% |
| YTD | +8.4% | +4.4% | +3.9% | +6.3% |
| 1Y | +41.2% | +0.2% | +41.0% | +40.2% |
| 3Y | +149.6% | +42.6% | +107.0% | +116.8% |
| 5Y | +142.6% | +31.5% | +111.1% | +115.4% |
| All | +755.6% | +137.8% | +617.7% | +515.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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