+102.8%
GOOGL vs ROP
+2.3%
+100.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.7% | -2.7% | +8.4% | +6.7% |
| 30D | -15.6% | +29.7% | -45.3% | -24.4% |
| 3M | -13.0% | +21.2% | -34.2% | -19.9% |
| 6M | -22.8% | +48.3% | -71.1% | -36.0% |
| YTD | -4.4% | +8.4% | -12.8% | -6.7% |
| 1Y | +4.5% | +6.0% | -1.5% | +3.2% |
| 3Y | +127.4% | -5.6% | +133.0% | +135.3% |
| 5Y | +102.8% | +1.3% | +101.5% | +87.3% |
| All | +102.8% | +2.3% | +100.5% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling