+135.0%
GOOG vs ROP
-16.6%
+151.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -2.5% | -8.0% | +5.5% | +1.1% |
| 30D | -3.6% | -2.7% | -0.9% | -2.6% |
| 3M | -6.4% | +16.6% | -23.0% | -13.6% |
| 6M | +7.8% | +10.4% | -2.6% | +1.8% |
| YTD | +5.5% | -12.1% | +17.6% | +12.6% |
| 1Y | +38.3% | -23.6% | +61.9% | +60.1% |
| 3Y | +143.1% | -19.3% | +162.4% | +164.2% |
| 5Y | +135.0% | -15.4% | +150.4% | +133.5% |
| All | +135.0% | -16.6% | +151.6% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling