+5.1%
GOOG vs ROL
-31.8%
+36.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.1% |
| 7D | +3.0% | +3.0% | 0.0% | +2.9% |
| 30D | -14.9% | +19.8% | -34.7% | -15.9% |
| 3M | -14.9% | +7.9% | -22.8% | -14.1% |
| 6M | -26.6% | -25.6% | -1.0% | -20.9% |
| YTD | -6.6% | -34.1% | +27.5% | +1.8% |
| 1Y | +5.1% | -31.4% | +36.5% | +14.5% |
| All | +5.1% | -31.8% | +36.9% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling