+740.7%
GOOGL vs ROP
+135.7%
+605.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | -2.8% | -8.0% | +5.2% | +1.3% |
| 30D | -3.2% | -2.7% | -0.5% | -2.0% |
| 3M | -6.6% | +16.6% | -23.2% | -14.7% |
| 6M | +8.5% | +10.4% | -1.9% | +1.4% |
| YTD | +6.5% | -12.1% | +18.6% | +12.0% |
| 1Y | +39.4% | -23.6% | +63.0% | +58.2% |
| 3Y | +146.2% | -19.3% | +165.5% | +167.1% |
| 5Y | +138.3% | -15.4% | +153.7% | +148.9% |
| All | +740.7% | +135.7% | +605.0% | +427.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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