+132.6%
GOOG vs USB
+40.0%
+92.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | +1.4% | -3.6% | -2.6% |
| 30D | -6.8% | -1.3% | -5.5% | -6.5% |
| 3M | -9.1% | +15.2% | -24.3% | -12.9% |
| 6M | +10.7% | +18.8% | -8.1% | +5.0% |
| YTD | +7.1% | +21.0% | -13.9% | +0.7% |
| 1Y | +44.6% | +34.0% | +10.6% | +31.7% |
| 3Y | +147.4% | +95.3% | +52.1% | +98.4% |
| All | +132.6% | +40.0% | +92.6% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling