+118.8%
GOOGL vs ROL
+4.9%
+113.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | +2.6% | +2.9% | -0.2% | +2.4% |
| 30D | -18.3% | +20.1% | -38.4% | -19.8% |
| 3M | -19.6% | +3.2% | -22.8% | -19.3% |
| 6M | -28.2% | -28.0% | -0.2% | -24.6% |
| YTD | -8.0% | -35.3% | +27.3% | -2.6% |
| 1Y | -0.7% | -33.6% | +33.0% | +4.9% |
| 3Y | +118.8% | +3.8% | +115.0% | +124.6% |
| All | +118.8% | +4.9% | +113.9% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling