+780.7%
GOOG vs ROST
+317.9%
+462.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.8% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -2.0% | -6.9% | +4.9% | +0.3% |
| 3M | -5.9% | -3.3% | -2.5% | -5.1% |
| 6M | +8.9% | +9.0% | -0.1% | +5.1% |
| YTD | +7.1% | +28.9% | -21.8% | -2.4% |
| 1Y | +39.7% | +54.0% | -14.3% | +19.6% |
| 3Y | +145.8% | +100.7% | +45.1% | +89.7% |
| 5Y | +138.6% | +116.0% | +22.6% | +74.1% |
| All | +780.7% | +317.9% | +462.8% | +444.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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