+11,830.0%
GOOG vs ROL
+2,495.7%
+9,334.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | +4.8% | -1.7% | +6.5% | +5.4% |
| 30D | -15.5% | +18.5% | -34.0% | -20.7% |
| 3M | -13.7% | +4.3% | -18.0% | -15.6% |
| 6M | -23.0% | -27.7% | +4.8% | -14.7% |
| YTD | -5.7% | -35.8% | +30.1% | +8.4% |
| 1Y | +3.0% | -34.1% | +37.1% | +17.2% |
| 3Y | +122.4% | +2.9% | +119.5% | +110.9% |
| 5Y | +99.2% | +12.7% | +86.5% | +78.0% |
| 10Y | +690.8% | +212.6% | +478.2% | +357.5% |
| All | +11,830.0% | +2,495.7% | +9,334.3% | +3,080.4% |
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