+136.0%
GOOG vs ON
+60.9%
+75.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -7.0% | -0.4% |
| 7D | 0.0% | +2.4% | -2.3% | -0.6% |
| 30D | -2.0% | -8.6% | +6.7% | -0.2% |
| 3M | -5.9% | -34.3% | +28.5% | +1.5% |
| 6M | +8.9% | +28.5% | -19.6% | -2.6% |
| YTD | +7.1% | +40.6% | -33.5% | -7.1% |
| 1Y | +39.7% | +55.3% | -15.6% | +17.1% |
| 3Y | +145.8% | -22.2% | +168.0% | +134.2% |
| All | +136.0% | +60.9% | +75.2% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling