+138.3%
GOOGL vs OMC
+31.0%
+107.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -2.8% | -6.2% | +3.4% | -1.2% |
| 30D | -3.2% | -7.6% | +4.4% | -1.2% |
| 3M | -6.6% | +7.4% | -14.0% | -8.9% |
| 6M | +8.5% | +0.1% | +8.3% | +7.8% |
| YTD | +6.5% | +0.4% | +6.0% | +5.1% |
| 1Y | +39.4% | +7.8% | +31.7% | +33.7% |
| 3Y | +146.2% | +11.8% | +134.4% | +123.2% |
| 5Y | +138.3% | +32.5% | +105.9% | +95.5% |
| All | +138.3% | +31.0% | +107.4% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling