+13,444.1%
GOOG vs RSP
+815.2%
+12,629.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | -2.1% | -0.8% | -1.4% | -1.5% |
| 30D | -6.8% | -0.3% | -6.5% | -6.6% |
| 3M | -9.1% | +4.3% | -13.4% | -12.3% |
| 6M | +10.7% | +8.8% | +1.9% | +3.2% |
| YTD | +7.1% | +15.3% | -8.2% | -5.2% |
| 1Y | +44.6% | +18.3% | +26.3% | +25.2% |
| 3Y | +147.4% | +52.8% | +94.6% | +70.9% |
| 5Y | +133.8% | +51.7% | +82.1% | +64.8% |
| 10Y | +777.5% | +208.5% | +569.1% | +240.7% |
| All | +13,444.1% | +815.2% | +12,629.0% | +2,081.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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