+11,260.3%
GOOGL vs USB
+328.4%
+10,931.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | -0.4% | -1.5% | +1.0% | +0.1% |
| 30D | -18.7% | +4.3% | -23.0% | -20.0% |
| 3M | -22.0% | -6.1% | -15.9% | -20.5% |
| 6M | -27.2% | +9.4% | -36.6% | -29.6% |
| YTD | -9.5% | +15.2% | -24.7% | -14.3% |
| 1Y | -0.4% | +32.8% | -33.1% | -10.0% |
| 3Y | +121.0% | +91.3% | +29.7% | +73.6% |
| 5Y | +91.6% | +22.7% | +69.0% | +70.4% |
| 10Y | +630.4% | +97.0% | +533.4% | +423.3% |
| All | +11,260.3% | +328.4% | +10,931.9% | +6,214.8% |
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