+118.0%
GOOG vs RF
+104.8%
+13.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +2.1% | -0.9% | +3.0% | +2.3% |
| 30D | -18.3% | +6.0% | -24.3% | -19.5% |
| 3M | -20.3% | -8.9% | -11.4% | -18.6% |
| 6M | -28.1% | +2.3% | -30.4% | -28.6% |
| YTD | -9.3% | +7.6% | -16.9% | -11.5% |
| 1Y | -0.2% | +21.2% | -21.4% | -5.6% |
| 3Y | +118.0% | +108.5% | +9.5% | +96.2% |
| All | +118.0% | +104.8% | +13.2% | +96.2% |
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