+11,791.0%
GOOGL vs ROP
+1,911.1%
+9,879.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +3.9% | +0.7% | +3.1% | +3.5% |
| 30D | -14.9% | +28.8% | -43.7% | -25.7% |
| 3M | -14.6% | +21.1% | -35.6% | -23.3% |
| 6M | -26.4% | +52.5% | -79.0% | -42.1% |
| YTD | -5.3% | +8.9% | -14.2% | -12.3% |
| 1Y | +6.5% | +8.2% | -1.8% | -1.2% |
| 3Y | +126.0% | -5.2% | +131.2% | +122.0% |
| 5Y | +100.8% | +1.7% | +99.1% | +89.6% |
| 10Y | +673.8% | +185.4% | +488.4% | +318.5% |
| All | +11,791.0% | +1,911.1% | +9,879.9% | +2,187.0% |
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