+126.0%
GOOGL vs OMC
+29.7%
+96.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +3.9% | +1.9% | +2.0% | +3.6% |
| 30D | -14.9% | +12.2% | -27.1% | -16.1% |
| 3M | -14.6% | +0.6% | -15.1% | -14.5% |
| 6M | -26.4% | +21.0% | -47.5% | -28.4% |
| YTD | -5.3% | +12.4% | -17.7% | -6.9% |
| 1Y | +6.5% | +25.4% | -19.0% | +2.5% |
| 3Y | +126.0% | +29.2% | +96.9% | +135.5% |
| All | +126.0% | +29.7% | +96.4% | +135.5% |
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