+132.5%
GOOGL vs ROST
+108.0%
+24.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.7% |
| 7D | -1.9% | -2.2% | +0.4% | -1.1% |
| 30D | -7.5% | -11.4% | +4.0% | -3.7% |
| 3M | -9.2% | -1.6% | -7.5% | -9.0% |
| 6M | +8.1% | +6.8% | +1.2% | +4.9% |
| YTD | +5.8% | +25.8% | -20.0% | -3.2% |
| 1Y | +38.3% | +52.4% | -14.1% | +17.9% |
| 3Y | +144.8% | +94.4% | +50.4% | +87.3% |
| 5Y | +132.5% | +108.2% | +24.3% | +63.6% |
| All | +132.5% | +108.0% | +24.5% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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