+13,193.3%
GOOGL vs DTE
+845.2%
+12,348.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -7.5% | -0.5% | -6.9% | -7.3% |
| 3M | -9.2% | -6.0% | -3.1% | -7.2% |
| 6M | +8.1% | -7.2% | +15.3% | +10.7% |
| YTD | +5.8% | +7.2% | -1.3% | +2.2% |
| 1Y | +38.3% | +4.1% | +34.3% | +35.0% |
| 3Y | +144.8% | +46.9% | +97.9% | +101.7% |
| 5Y | +132.5% | +32.9% | +99.6% | +98.0% |
| 10Y | +746.7% | +144.5% | +602.2% | +411.5% |
| All | +13,193.3% | +845.2% | +12,348.1% | +3,989.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling