+128.3%
GOOG vs ONON
-24.2%
+152.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | -1.6% | -3.5% | +1.9% | -0.9% |
| 30D | -7.7% | -30.8% | +23.1% | -1.1% |
| 3M | -9.3% | -29.8% | +20.5% | -3.3% |
| 6M | +7.4% | -34.8% | +42.3% | +15.6% |
| YTD | +4.9% | -42.3% | +47.1% | +15.2% |
| 1Y | +37.2% | -39.5% | +76.8% | +48.4% |
| 3Y | +141.6% | -9.3% | +150.9% | +130.8% |
| All | +128.3% | -24.2% | +152.5% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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