+148.5%
GOOG vs RF
+92.1%
+56.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -2.1% | +1.3% | -3.5% | -2.4% |
| 30D | -6.8% | -3.6% | -3.2% | -6.0% |
| 3M | -9.1% | +8.1% | -17.2% | -10.8% |
| 6M | +10.7% | +11.5% | -0.8% | +7.7% |
| YTD | +7.1% | +15.6% | -8.5% | +3.0% |
| 1Y | +44.6% | +15.7% | +28.9% | +38.8% |
| All | +148.5% | +92.1% | +56.5% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 3y: compounded portfolio wealth divided by compounded RF 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…
3y analysis · Full analysis span regression · 6 months rolling