+780.7%
GOOG vs ON
+655.4%
+125.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -7.0% | -0.6% |
| 7D | 0.0% | +2.4% | -2.3% | -0.6% |
| 30D | -2.0% | -8.6% | +6.7% | 0.0% |
| 3M | -5.9% | -34.3% | +28.5% | +2.1% |
| 6M | +8.9% | +28.5% | -19.6% | -2.5% |
| YTD | +7.1% | +40.6% | -33.5% | -7.0% |
| 1Y | +39.7% | +55.3% | -15.6% | +17.1% |
| 3Y | +145.8% | -22.2% | +168.0% | +131.9% |
| 5Y | +138.6% | +62.4% | +76.2% | +74.3% |
| All | +780.7% | +655.4% | +125.3% | +313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 10y: compounded portfolio wealth divided by compounded ON 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…
10y analysis · Full analysis span regression · 6 months rolling