+11,715.7%
GOOG vs ROP
+1,911.1%
+9,804.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.6% |
| 3M | -14.9% | +21.1% | -35.9% | -23.6% |
| 6M | -26.6% | +52.5% | -79.1% | -42.2% |
| YTD | -6.6% | +8.9% | -15.5% | -13.5% |
| 1Y | +5.1% | +8.2% | -3.2% | -2.5% |
| 3Y | +121.0% | -5.2% | +126.1% | +117.0% |
| 5Y | +97.3% | +1.7% | +95.6% | +86.3% |
| 10Y | +683.2% | +185.4% | +497.9% | +323.6% |
| All | +11,715.7% | +1,911.1% | +9,804.6% | +2,172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling