+39.4%
GOOGL vs ON
+44.2%
-4.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -2.8% | -4.7% | +1.9% | -2.4% |
| 30D | -3.2% | -13.5% | +10.3% | -1.8% |
| 3M | -6.6% | -36.3% | +29.7% | -2.9% |
| 6M | +8.5% | +17.8% | -9.3% | 0.0% |
| YTD | +6.5% | +29.6% | -23.1% | -4.5% |
| 1Y | +39.4% | +45.8% | -6.4% | +20.3% |
| All | +39.4% | +44.2% | -4.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling