+13,507.3%
GOOGL vs ROP
+1,602.2%
+11,905.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +0.7% |
| 7D | -2.3% | -4.4% | +2.2% | 0.0% |
| 30D | -6.6% | +3.2% | -9.8% | -8.1% |
| 3M | -8.9% | +23.1% | -32.0% | -18.9% |
| 6M | +11.9% | +13.3% | -1.4% | +3.3% |
| YTD | +8.3% | -7.9% | +16.2% | +10.3% |
| 1Y | +46.2% | -22.1% | +68.3% | +61.6% |
| 3Y | +151.9% | -16.8% | +168.7% | +166.9% |
| 5Y | +137.7% | -13.5% | +151.2% | +146.0% |
| 10Y | +757.6% | +137.7% | +619.9% | +413.4% |
| All | +13,507.3% | +1,602.2% | +11,905.1% | +2,777.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling