+121.0%
GOOG vs O
+39.0%
+82.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -1.0% |
| 7D | +3.0% | -0.4% | +3.4% | +3.0% |
| 30D | -14.9% | +7.1% | -22.0% | -14.6% |
| 3M | -14.9% | -5.2% | -9.7% | -14.9% |
| 6M | -26.6% | -1.8% | -24.8% | -26.6% |
| YTD | -6.6% | +9.1% | -15.7% | -6.2% |
| 1Y | +5.1% | +9.7% | -4.6% | +5.5% |
| 3Y | +121.0% | +39.1% | +81.8% | +120.6% |
| All | +121.0% | +39.0% | +82.0% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 3y: compounded portfolio wealth divided by compounded O 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…
3y analysis · Full analysis span regression · 6 months rolling