+150.5%
GOOGL vs ROP
-18.5%
+169.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.6% |
| 7D | +1.1% | -5.4% | +6.5% | +2.4% |
| 30D | -4.4% | -1.6% | -2.8% | -4.1% |
| 3M | -6.8% | +18.8% | -25.7% | -11.0% |
| 6M | +13.6% | +8.2% | +5.4% | +11.6% |
| YTD | +8.3% | -10.5% | +18.8% | +14.3% |
| 1Y | +44.9% | -23.7% | +68.7% | +64.6% |
| 3Y | +150.5% | -17.9% | +168.3% | +160.4% |
| All | +150.5% | -18.5% | +169.0% | +160.4% |
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