+700.7%
GOOGL vs ROP
+183.9%
+516.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.7% | -2.7% | +8.4% | +7.0% |
| 30D | -15.6% | +29.7% | -45.3% | -26.4% |
| 3M | -13.0% | +21.2% | -34.2% | -21.8% |
| 6M | -22.8% | +48.3% | -71.1% | -38.4% |
| YTD | -4.4% | +8.4% | -12.8% | -10.2% |
| 1Y | +4.5% | +6.0% | -1.5% | -0.7% |
| 3Y | +127.4% | -5.6% | +133.0% | +127.5% |
| 5Y | +102.8% | +1.3% | +101.5% | +92.5% |
| All | +700.7% | +183.9% | +516.7% | +324.3% |
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