+140.7%
GOOG vs ROL
-1.5%
+142.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -1.6% | -3.3% | +1.7% | -1.1% |
| 30D | -7.7% | -7.2% | -0.4% | -6.8% |
| 3M | -9.3% | -27.0% | +17.7% | -5.8% |
| 6M | +7.4% | -39.5% | +46.9% | +13.4% |
| YTD | +4.9% | -41.8% | +46.6% | +10.9% |
| 1Y | +37.2% | -38.9% | +76.1% | +44.3% |
| All | +140.7% | -1.5% | +142.1% | +152.5% |
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 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