+121.0%
GOOG vs ROL
+5.9%
+115.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.2% |
| 7D | +3.0% | +3.0% | 0.0% | +2.8% |
| 30D | -14.9% | +19.8% | -34.7% | -16.4% |
| 3M | -14.9% | +7.9% | -22.8% | -15.1% |
| 6M | -26.6% | -25.6% | -1.0% | -23.1% |
| YTD | -6.6% | -34.1% | +27.5% | -1.1% |
| 1Y | +5.1% | -31.4% | +36.5% | +10.7% |
| 3Y | +121.0% | +4.7% | +116.3% | +124.6% |
| All | +121.0% | +5.9% | +115.1% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling