+667.7%
GOOGL vs ROL
+214.5%
+453.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | -16.8% | +20.6% | -37.4% | -21.5% |
| 3M | -14.6% | +4.5% | -19.1% | -16.0% |
| 6M | -24.4% | -26.5% | +2.1% | -17.6% |
| YTD | -6.1% | -34.8% | +28.8% | +5.8% |
| 1Y | +1.0% | -33.2% | +34.2% | +12.8% |
| 3Y | +123.4% | +4.5% | +119.0% | +110.7% |
| 5Y | +103.2% | +15.5% | +87.7% | +79.6% |
| 10Y | +667.7% | +217.2% | +450.5% | +360.1% |
| All | +667.7% | +214.5% | +453.2% | +360.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling