+13,444.1%
GOOG vs RF
+96.7%
+13,347.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | -9.1% | +8.1% | -17.2% | -10.5% |
| 6M | +10.7% | +11.5% | -0.8% | +8.3% |
| YTD | +7.1% | +15.6% | -8.5% | +3.8% |
| 1Y | +44.6% | +15.7% | +28.9% | +40.0% |
| 3Y | +147.4% | +86.9% | +60.5% | +115.6% |
| 5Y | +133.8% | +89.8% | +44.0% | +100.9% |
| 10Y | +777.5% | +344.7% | +432.8% | +516.8% |
| All | +13,444.1% | +96.7% | +13,347.5% | +9,678.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling