+13,444.1%
GOOG vs ON
+2,025.1%
+11,419.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -2.1% | +2.4% | -4.6% | -2.7% |
| 30D | -6.8% | -3.3% | -3.5% | -6.3% |
| 3M | -9.1% | -43.6% | +34.5% | +1.7% |
| 6M | +10.7% | +19.0% | -8.2% | +2.2% |
| YTD | +7.1% | +37.4% | -30.3% | -5.1% |
| 1Y | +44.6% | +54.8% | -10.1% | +23.6% |
| 3Y | +147.4% | -25.2% | +172.6% | +137.0% |
| 5Y | +133.8% | +62.7% | +71.1% | +78.4% |
| 10Y | +777.5% | +574.3% | +203.2% | +336.6% |
| All | +13,444.1% | +2,025.1% | +11,419.0% | +4,816.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling