+138.3%
GOOGL vs RVMD
+560.0%
-421.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -2.8% | -3.6% | +0.7% | -2.4% |
| 30D | -3.2% | -1.1% | -2.1% | -3.2% |
| 3M | -6.6% | +41.0% | -47.6% | -10.8% |
| 6M | +8.5% | +105.7% | -97.2% | -2.2% |
| YTD | +6.5% | +155.3% | -148.8% | -7.6% |
| 1Y | +39.4% | +402.7% | -363.3% | +10.2% |
| 3Y | +146.2% | +533.1% | -386.9% | +82.1% |
| 5Y | +138.3% | +583.5% | -445.2% | +59.8% |
| All | +138.3% | +560.0% | -421.7% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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