+13,447.0%
GOOG vs O
+820.5%
+12,626.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.1% | -0.6% | +1.6% | +1.3% |
| 30D | -5.1% | -2.0% | -3.1% | -4.5% |
| 3M | -7.1% | +3.0% | -10.1% | -8.2% |
| 6M | +12.7% | -3.6% | +16.3% | +13.6% |
| YTD | +7.1% | +12.1% | -5.0% | +2.7% |
| 1Y | +43.6% | +8.9% | +34.7% | +38.9% |
| 3Y | +146.8% | +30.3% | +116.4% | +121.3% |
| 5Y | +133.7% | +13.7% | +120.0% | +118.7% |
| 10Y | +773.3% | +50.3% | +723.1% | +604.3% |
| All | +13,447.0% | +820.5% | +12,626.4% | +4,686.8% |
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 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