+702.3%
GOOG vs ROP
+185.2%
+517.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +3.0% | +0.7% | +2.3% | +2.7% |
| 30D | -14.9% | +28.8% | -43.7% | -25.4% |
| 3M | -14.9% | +21.1% | -35.9% | -23.4% |
| 6M | -26.6% | +52.5% | -79.1% | -42.2% |
| YTD | -6.6% | +8.9% | -15.5% | -12.4% |
| 1Y | +5.1% | +8.2% | -3.2% | -1.2% |
| 3Y | +121.0% | -5.2% | +126.1% | +120.6% |
| 5Y | +97.3% | +1.7% | +95.6% | +87.0% |
| All | +702.3% | +185.2% | +517.1% | +323.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling