+137.8%
GOOGL vs ROL
-0.3%
+138.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.3% | -1.4% | -0.9% | -2.0% |
| 30D | -6.6% | -4.1% | -2.5% | -5.9% |
| 3M | -8.9% | -22.5% | +13.6% | -4.8% |
| 6M | +11.9% | -37.7% | +49.5% | +21.4% |
| YTD | +8.3% | -39.6% | +47.9% | +17.9% |
| 1Y | +46.2% | -36.0% | +82.2% | +57.2% |
| 3Y | +151.9% | -5.1% | +157.0% | +147.6% |
| All | +137.8% | -0.3% | +138.1% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling