+272.3%
GOOG vs ROIV
+232.7%
+39.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.2% |
| 7D | -2.1% | +0.6% | -2.8% | -2.2% |
| 30D | -6.8% | +1.0% | -7.8% | -7.0% |
| 3M | -9.1% | +18.3% | -27.4% | -10.4% |
| 6M | +10.7% | +18.3% | -7.6% | +9.0% |
| YTD | +7.1% | +61.0% | -53.9% | +2.9% |
| 1Y | +44.6% | +177.9% | -133.3% | +33.4% |
| 3Y | +147.4% | +199.1% | -51.6% | +124.7% |
| 5Y | +133.8% | +250.7% | -116.9% | +103.7% |
| All | +272.3% | +232.7% | +39.6% | +231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling