+11,715.7%
GOOG vs O
+796.0%
+10,919.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | -14.9% | +7.1% | -22.0% | -16.9% |
| 3M | -14.9% | -5.2% | -9.7% | -13.6% |
| 6M | -26.6% | -1.8% | -24.8% | -26.5% |
| YTD | -6.6% | +9.1% | -15.7% | -9.8% |
| 1Y | +5.1% | +9.7% | -4.6% | +1.2% |
| 3Y | +121.0% | +39.1% | +81.8% | +93.8% |
| 5Y | +97.3% | +8.4% | +89.0% | +87.5% |
| 10Y | +683.2% | +80.2% | +603.1% | +493.8% |
| All | +11,715.7% | +796.0% | +10,919.7% | +4,103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling