+136.0%
GOOG vs ROIV
+308.6%
-172.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | 0.0% | +16.9% | -16.8% | -1.2% |
| 30D | -2.0% | +12.9% | -14.8% | -3.0% |
| 3M | -5.9% | +37.3% | -43.2% | -8.3% |
| 6M | +8.9% | +38.0% | -29.1% | +5.9% |
| YTD | +7.1% | +88.1% | -81.0% | +1.8% |
| 1Y | +39.7% | +183.3% | -143.6% | +28.7% |
| 3Y | +145.8% | +254.6% | -108.8% | +120.8% |
| All | +136.0% | +308.6% | -172.6% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling