+13,507.3%
GOOGL vs ROK
+1,684.8%
+11,822.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.6% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | -6.6% | -3.3% | -3.2% | -5.4% |
| 3M | -8.9% | -5.9% | -3.1% | -7.4% |
| 6M | +11.9% | +13.9% | -2.0% | +5.2% |
| YTD | +8.3% | +12.6% | -4.2% | +1.8% |
| 1Y | +46.2% | +28.6% | +17.6% | +30.4% |
| 3Y | +151.9% | +45.1% | +106.8% | +106.0% |
| 5Y | +137.7% | +45.6% | +92.1% | +90.4% |
| 10Y | +757.6% | +345.0% | +412.5% | +316.0% |
| All | +13,507.3% | +1,684.8% | +11,822.4% | +3,202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling