+1.0%
GOOGL vs ROL
-33.3%
+34.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.5% |
| 30D | -16.8% | +20.6% | -37.4% | -18.2% |
| 3M | -14.6% | +4.5% | -19.1% | -13.4% |
| 6M | -24.4% | -26.5% | +2.1% | -18.1% |
| YTD | -6.1% | -34.8% | +28.8% | +2.5% |
| 1Y | +1.0% | -33.2% | +34.2% | +9.5% |
| All | +1.0% | -33.3% | +34.3% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling