+138.3%
GOOGL vs ON
+51.2%
+87.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -2.8% | -4.7% | +1.9% | -1.8% |
| 30D | -3.2% | -13.5% | +10.3% | -0.2% |
| 3M | -6.6% | -36.3% | +29.7% | +1.3% |
| 6M | +8.5% | +17.8% | -9.3% | -1.0% |
| YTD | +6.5% | +29.6% | -23.1% | -5.9% |
| 1Y | +39.4% | +45.8% | -6.4% | +18.6% |
| 3Y | +146.2% | -28.3% | +174.5% | +139.0% |
| 5Y | +138.3% | +49.6% | +88.7% | +84.4% |
| All | +138.3% | +51.2% | +87.1% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling