+119.2%
GOOG vs USB
+99.4%
+19.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | 0.0% |
| 7D | +2.9% | +0.8% | +2.1% | +2.6% |
| 30D | -17.8% | +6.8% | -24.6% | -19.5% |
| 3M | -19.0% | -3.8% | -15.2% | -18.2% |
| 6M | -27.9% | +11.7% | -39.6% | -30.4% |
| YTD | -8.7% | +17.5% | -26.2% | -13.6% |
| 1Y | +2.5% | +33.8% | -31.2% | -6.8% |
| 3Y | +119.2% | +104.2% | +15.0% | +83.9% |
| All | +119.2% | +99.4% | +19.9% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling