+128.3%
GOOGL vs ROP
-5.5%
+133.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.7% | -2.7% | +8.4% | +6.1% |
| 30D | -15.6% | +29.7% | -45.3% | -19.5% |
| 3M | -13.0% | +21.2% | -34.2% | -15.8% |
| 6M | -22.8% | +48.3% | -71.1% | -28.9% |
| YTD | -4.4% | +8.4% | -12.8% | -2.5% |
| 1Y | +4.5% | +6.0% | -1.5% | +7.4% |
| All | +128.3% | -5.5% | +133.8% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling