+216.3%
GOOG vs ROIV
+292.3%
-76.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +2.4% | +14.3% | -11.9% | +1.4% |
| 30D | -18.1% | +16.2% | -34.3% | -19.0% |
| 3M | -19.9% | +15.1% | -35.0% | -20.9% |
| 6M | -28.2% | +44.2% | -72.4% | -30.4% |
| YTD | -9.0% | +89.8% | -98.8% | -13.8% |
| 1Y | -1.7% | +94.6% | -96.3% | -7.1% |
| 3Y | +114.5% | +367.5% | -253.0% | +89.5% |
| 5Y | +96.2% | +421.4% | -325.2% | +60.1% |
| All | +216.3% | +292.3% | -76.0% | +177.4% |
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 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