+146.8%
GOOG vs U
+11.6%
+135.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | +1.1% | +4.5% | -3.4% | +0.5% |
| 30D | -5.1% | -0.6% | -4.5% | -5.0% |
| 3M | -7.1% | +48.4% | -55.5% | -12.0% |
| 6M | +12.7% | +115.4% | -102.7% | +1.5% |
| YTD | +7.1% | -3.2% | +10.3% | +5.5% |
| 1Y | +43.6% | -6.0% | +49.6% | +40.9% |
| 3Y | +146.8% | +13.5% | +133.3% | +115.7% |
| All | +146.8% | +11.6% | +135.1% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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