+13,444.1%
GOOG vs ROL
+2,342.7%
+11,101.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | -6.8% | -4.1% | -2.7% | -5.5% |
| 3M | -9.1% | -22.5% | +13.4% | -1.0% |
| 6M | +10.7% | -37.7% | +48.4% | +30.0% |
| YTD | +7.1% | -39.6% | +46.6% | +26.6% |
| 1Y | +44.6% | -36.0% | +80.6% | +66.7% |
| 3Y | +147.4% | -5.1% | +152.6% | +142.0% |
| 5Y | +133.8% | -3.4% | +137.2% | +121.3% |
| 10Y | +777.5% | +215.2% | +562.3% | +407.9% |
| All | +13,444.1% | +2,342.7% | +11,101.4% | +3,614.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling