+13,507.3%
GOOGL vs ROL
+2,342.7%
+11,164.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.3% | -1.4% | -0.9% | -1.8% |
| 30D | -6.6% | -4.1% | -2.5% | -5.2% |
| 3M | -8.9% | -22.5% | +13.6% | -0.8% |
| 6M | +11.9% | -37.7% | +49.5% | +31.4% |
| YTD | +8.3% | -39.6% | +47.9% | +28.1% |
| 1Y | +46.2% | -36.0% | +82.2% | +68.6% |
| 3Y | +151.9% | -5.1% | +157.0% | +146.3% |
| 5Y | +137.7% | -3.4% | +141.1% | +125.0% |
| 10Y | +757.6% | +215.2% | +542.3% | +396.5% |
| All | +13,507.3% | +2,342.7% | +11,164.6% | +3,632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling