+13,503.3%
GOOGL vs ROST
+5,119.5%
+8,383.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.1% | 0.0% | +1.0% | +1.1% |
| 30D | -4.4% | -10.2% | +5.7% | -0.9% |
| 3M | -6.8% | +1.0% | -7.8% | -7.5% |
| 6M | +13.6% | +8.7% | +4.8% | +9.6% |
| YTD | +8.3% | +27.8% | -19.5% | -1.4% |
| 1Y | +44.9% | +52.7% | -7.7% | +23.8% |
| 3Y | +150.5% | +97.5% | +53.0% | +92.9% |
| 5Y | +137.7% | +111.6% | +26.1% | +73.5% |
| 10Y | +750.9% | +302.2% | +448.7% | +366.0% |
| All | +13,503.3% | +5,119.5% | +8,383.8% | +3,020.4% |
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