+222.7%
GOOG vs ROIV
+298.6%
-75.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | +1.2% | +9.5% | -8.3% | +0.5% |
| 30D | -16.7% | +21.0% | -37.7% | -17.9% |
| 3M | -15.2% | +18.7% | -33.9% | -16.5% |
| 6M | -24.8% | +44.5% | -69.3% | -27.1% |
| YTD | -7.2% | +92.9% | -100.1% | -12.2% |
| 1Y | -0.1% | +100.2% | -100.4% | -5.8% |
| 3Y | +118.8% | +375.0% | -256.2% | +93.0% |
| 5Y | +99.9% | +435.2% | -335.2% | +63.0% |
| All | +222.7% | +298.6% | -75.9% | +182.6% |
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