+44.5%
GOOG vs ROP
-21.5%
+66.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.3% |
| 7D | -2.2% | -4.4% | +2.2% | -2.5% |
| 30D | -6.9% | +3.2% | -10.1% | -6.6% |
| 3M | -9.1% | +23.1% | -32.2% | -7.2% |
| 6M | +10.6% | +13.3% | -2.7% | +12.7% |
| YTD | +7.0% | -7.9% | +14.8% | +4.5% |
| 1Y | +44.5% | -22.1% | +66.6% | +34.3% |
| All | +44.5% | -21.5% | +66.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling