+136.0%
GOOG vs OMC
+30.5%
+105.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | 0.0% | -4.4% | +4.4% | +1.2% |
| 30D | -2.0% | -7.6% | +5.6% | 0.0% |
| 3M | -5.9% | +4.5% | -10.4% | -7.5% |
| 6M | +8.9% | -0.3% | +9.2% | +8.3% |
| YTD | +7.1% | -0.1% | +7.2% | +5.9% |
| 1Y | +39.7% | +4.6% | +35.0% | +35.2% |
| 3Y | +145.8% | +10.5% | +135.4% | +123.9% |
| All | +136.0% | +30.5% | +105.6% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling