+143.8%
GOOGL vs ROK
+50.3%
+93.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -1.9% | +0.2% | -2.0% | -1.9% |
| 30D | -7.5% | -1.8% | -5.7% | -7.1% |
| 3M | -9.2% | -7.2% | -2.0% | -7.7% |
| 6M | +8.1% | +14.2% | -6.1% | +3.2% |
| YTD | +5.8% | +10.6% | -4.7% | +1.6% |
| 1Y | +38.3% | +25.9% | +12.4% | +28.2% |
| All | +143.8% | +50.3% | +93.5% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling