+1.0%
GOOGL vs RF
+18.8%
-17.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +1.6% | -1.3% | +2.9% | +1.9% |
| 30D | -16.8% | +4.6% | -21.4% | -17.8% |
| 3M | -14.6% | -8.4% | -6.1% | -12.6% |
| 6M | -24.4% | +8.9% | -33.3% | -26.0% |
| YTD | -6.1% | +8.8% | -14.9% | -9.2% |
| 1Y | +1.0% | +18.9% | -17.9% | -4.2% |
| All | +1.0% | +18.8% | -17.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling