+136.0%
GOOG vs BB
-26.5%
+162.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -2.0% | -12.5% | +10.6% | 0.0% |
| 3M | -5.9% | -17.4% | +11.6% | -4.0% |
| 6M | +8.9% | +119.1% | -110.2% | -8.7% |
| YTD | +7.1% | +102.4% | -95.3% | -9.0% |
| 1Y | +39.7% | +98.2% | -58.5% | +18.2% |
| 3Y | +145.8% | +46.9% | +98.9% | +111.8% |
| All | +136.0% | -26.5% | +162.5% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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