+767.4%
GOOG vs ROL
+210.1%
+557.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -2.5% | -3.2% | +0.7% | -1.5% |
| 30D | -3.6% | -6.6% | +3.0% | -1.6% |
| 3M | -6.4% | -27.3% | +20.9% | +2.7% |
| 6M | +7.8% | -38.1% | +45.9% | +24.1% |
| YTD | +5.5% | -41.8% | +47.3% | +23.2% |
| 1Y | +38.3% | -37.8% | +76.1% | +57.5% |
| 3Y | +143.1% | -0.3% | +143.4% | +131.8% |
| 5Y | +135.0% | -5.1% | +140.1% | +121.5% |
| All | +767.4% | +210.1% | +557.3% | +458.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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