+11,368.7%
GOOG vs USB
+326.3%
+11,042.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | -18.3% | +5.8% | -24.1% | -19.9% |
| 3M | -20.3% | -6.0% | -14.4% | -18.9% |
| 6M | -28.1% | +7.8% | -35.8% | -30.1% |
| YTD | -9.3% | +14.6% | -23.9% | -14.0% |
| 1Y | -0.2% | +31.8% | -32.0% | -9.7% |
| 3Y | +118.0% | +91.5% | +26.5% | +71.1% |
| 5Y | +92.1% | +22.0% | +70.0% | +71.0% |
| 10Y | +652.3% | +96.1% | +556.2% | +439.7% |
| All | +11,368.7% | +326.3% | +11,042.5% | +6,284.8% |
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 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