+217.4%
GOOGL vs ROIV
+270.3%
-52.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | +0.3% |
| 7D | +1.8% | +5.3% | -3.6% | +1.4% |
| 30D | -18.8% | +11.9% | -30.6% | -19.5% |
| 3M | -20.3% | +10.7% | -31.1% | -21.1% |
| 6M | -28.4% | +34.9% | -63.3% | -30.3% |
| YTD | -8.8% | +79.2% | -88.0% | -13.3% |
| 1Y | +0.3% | +89.0% | -88.7% | -5.1% |
| 3Y | +120.7% | +337.3% | -216.6% | +95.6% |
| 5Y | +93.1% | +402.3% | -309.2% | +58.2% |
| All | +217.4% | +270.3% | -52.9% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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