+13,507.3%
GOOGL vs OMC
+329.2%
+13,178.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.1% |
| 7D | -2.3% | -6.4% | +4.1% | +0.3% |
| 30D | -6.6% | +1.1% | -7.7% | -7.2% |
| 3M | -8.9% | +10.4% | -19.4% | -13.4% |
| 6M | +11.9% | -1.7% | +13.6% | +11.5% |
| YTD | +8.3% | +4.4% | +3.9% | +3.8% |
| 1Y | +46.2% | +8.4% | +37.8% | +36.4% |
| 3Y | +151.9% | +14.4% | +137.5% | +121.9% |
| 5Y | +137.7% | +33.9% | +103.8% | +89.5% |
| 10Y | +757.6% | +34.9% | +722.7% | +531.6% |
| All | +13,507.3% | +329.2% | +13,178.1% | +5,094.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling