+97.7%
GOOG vs USB
+25.1%
+72.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.2% |
| 7D | +3.0% | +2.6% | +0.4% | +2.2% |
| 30D | -14.9% | +8.4% | -23.3% | -17.1% |
| 3M | -14.9% | -5.5% | -9.4% | -13.6% |
| 6M | -26.6% | +17.7% | -44.3% | -30.4% |
| YTD | -6.6% | +17.6% | -24.2% | -11.7% |
| 1Y | +5.1% | +33.9% | -28.8% | -4.6% |
| 3Y | +121.0% | +103.8% | +17.1% | +73.9% |
| All | +97.7% | +25.1% | +72.6% | +88.7% |
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