+11,791.0%
GOOGL vs ROST
+5,183.6%
+6,607.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.2% |
| 7D | +3.9% | +0.3% | +3.6% | +3.7% |
| 30D | -14.9% | +0.5% | -15.4% | -15.3% |
| 3M | -14.6% | -5.2% | -9.3% | -13.3% |
| 6M | -26.4% | +9.8% | -36.3% | -29.5% |
| YTD | -5.3% | +29.4% | -34.7% | -14.4% |
| 1Y | +6.5% | +44.4% | -37.9% | -7.5% |
| 3Y | +126.0% | +95.0% | +31.0% | +74.4% |
| 5Y | +100.8% | +111.9% | -11.0% | +46.3% |
| 10Y | +673.8% | +301.2% | +372.5% | +323.0% |
| All | +11,791.0% | +5,183.6% | +6,607.4% | +2,607.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling