+13,164.2%
GOOG vs OMC
+306.7%
+12,857.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.6% |
| 7D | -1.6% | -4.2% | +2.7% | +0.2% |
| 30D | -7.7% | -7.5% | -0.2% | -4.8% |
| 3M | -9.3% | +4.6% | -13.9% | -11.8% |
| 6M | +7.4% | -4.8% | +12.3% | +8.4% |
| YTD | +4.9% | -1.0% | +5.9% | +2.6% |
| 1Y | +37.2% | +3.8% | +33.4% | +30.3% |
| 3Y | +141.6% | +10.2% | +131.4% | +115.9% |
| 5Y | +128.8% | +29.7% | +99.0% | +84.5% |
| 10Y | +772.7% | +32.3% | +740.4% | +544.6% |
| All | +13,164.2% | +306.7% | +12,857.5% | +5,075.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling