+11,280.3%
GOOG vs USB
+328.4%
+10,951.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.2% |
| 7D | -0.2% | -1.5% | +1.3% | +0.3% |
| 30D | -18.2% | +4.3% | -22.5% | -19.5% |
| 3M | -21.7% | -6.1% | -15.6% | -20.2% |
| 6M | -26.6% | +9.4% | -36.0% | -29.1% |
| YTD | -10.0% | +15.2% | -25.2% | -14.8% |
| 1Y | -0.8% | +32.8% | -33.6% | -10.4% |
| 3Y | +118.2% | +91.3% | +26.9% | +71.3% |
| 5Y | +90.6% | +22.7% | +67.9% | +69.4% |
| 10Y | +646.5% | +97.0% | +549.4% | +434.7% |
| All | +11,280.3% | +328.4% | +10,951.9% | +6,225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling