+128.8%
GOOG vs ROL
-6.0%
+134.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -1.6% | -3.3% | +1.7% | -1.0% |
| 30D | -7.7% | -7.2% | -0.4% | -6.4% |
| 3M | -9.3% | -27.0% | +17.7% | -4.1% |
| 6M | +7.4% | -39.5% | +46.9% | +17.3% |
| YTD | +4.9% | -41.8% | +46.6% | +14.9% |
| 1Y | +37.2% | -38.9% | +76.1% | +48.8% |
| 3Y | +141.6% | -0.4% | +142.0% | +134.2% |
| 5Y | +128.8% | -4.2% | +133.0% | +102.6% |
| All | +128.8% | -6.0% | +134.7% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling