+133.6%
GOOG vs O
+15.0%
+118.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -1.6% | -2.3% | +0.7% | -1.0% |
| 30D | -7.7% | -2.4% | -5.2% | -7.1% |
| 3M | -9.3% | -0.6% | -8.7% | -9.4% |
| 6M | +7.4% | -5.0% | +12.4% | +8.6% |
| YTD | +4.9% | +10.4% | -5.5% | +1.6% |
| 1Y | +37.2% | +6.6% | +30.7% | +34.1% |
| 3Y | +141.6% | +28.4% | +113.2% | +117.6% |
| All | +133.6% | +15.0% | +118.5% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling