+13,447.0%
GOOG vs ROST
+5,129.6%
+8,317.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -5.1% | -10.0% | +4.9% | -1.7% |
| 3M | -7.1% | +1.2% | -8.3% | -7.8% |
| 6M | +12.7% | +8.9% | +3.7% | +8.6% |
| YTD | +7.1% | +28.1% | -21.0% | -2.6% |
| 1Y | +43.6% | +53.0% | -9.4% | +22.6% |
| 3Y | +146.8% | +97.9% | +48.9% | +90.0% |
| 5Y | +133.7% | +112.0% | +21.7% | +70.6% |
| 10Y | +773.3% | +303.0% | +470.4% | +378.6% |
| All | +13,447.0% | +5,129.6% | +8,317.4% | +3,009.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling