+6.1%
GOOG vs USB
+31.6%
-25.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +4.8% | +1.2% | +3.6% | +4.5% |
| 30D | -15.5% | +6.3% | -21.8% | -16.9% |
| 3M | -13.7% | -6.1% | -7.6% | -12.2% |
| 6M | -23.0% | +13.0% | -35.9% | -25.0% |
| YTD | -5.7% | +16.6% | -22.3% | -9.4% |
| All | +6.1% | +31.6% | -25.5% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling