+227.9%
GOOG vs ROIV
+280.9%
-53.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.1% | +2.0% |
| 7D | +4.8% | +9.2% | -4.4% | +4.1% |
| 30D | -15.5% | +19.9% | -35.4% | -16.7% |
| 3M | -13.7% | +10.6% | -24.3% | -14.5% |
| 6M | -23.0% | +36.1% | -59.0% | -25.1% |
| YTD | -5.7% | +84.3% | -90.0% | -10.4% |
| 1Y | +3.0% | +87.6% | -84.5% | -2.4% |
| 3Y | +122.4% | +353.9% | -231.5% | +96.8% |
| 5Y | +99.2% | +376.1% | -276.8% | +62.9% |
| All | +227.9% | +280.9% | -53.0% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling