+145.2%
GOOGL vs OMC
+11.1%
+134.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -2.8% | -6.2% | +3.4% | -1.9% |
| 30D | -3.2% | -7.6% | +4.4% | -2.1% |
| 3M | -6.6% | +7.4% | -14.0% | -7.8% |
| 6M | +8.5% | +0.1% | +8.3% | +8.1% |
| YTD | +6.5% | +0.4% | +6.0% | +6.1% |
| 1Y | +39.4% | +7.8% | +31.7% | +36.5% |
| All | +145.2% | +11.1% | +134.1% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling