+264.6%
GOOG vs ROIV
+298.2%
-33.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -1.6% | +22.3% | -23.9% | -3.1% |
| 30D | -7.7% | +16.9% | -24.5% | -8.8% |
| 3M | -9.3% | +43.9% | -53.2% | -12.0% |
| 6M | +7.4% | +41.6% | -34.1% | +4.3% |
| YTD | +4.9% | +92.7% | -87.8% | -0.6% |
| 1Y | +37.2% | +210.2% | -172.9% | +25.4% |
| 3Y | +141.6% | +231.8% | -90.2% | +117.4% |
| 5Y | +128.8% | +319.8% | -191.0% | +96.5% |
| All | +264.6% | +298.2% | -33.6% | +219.7% |
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