+142.1%
GOOG vs OMC
+11.1%
+131.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -2.5% | -6.2% | +3.7% | -1.6% |
| 30D | -3.6% | -7.6% | +3.9% | -2.6% |
| 3M | -6.4% | +7.4% | -13.8% | -7.6% |
| 6M | +7.8% | +0.1% | +7.6% | +7.4% |
| YTD | +5.5% | +0.4% | +5.1% | +5.1% |
| 1Y | +38.3% | +7.8% | +30.5% | +35.4% |
| All | +142.1% | +11.1% | +131.1% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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