+11,791.0%
GOOGL vs ON
+1,930.3%
+9,860.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.1% |
| 7D | +3.9% | +12.2% | -8.4% | +1.0% |
| 30D | -14.9% | -3.1% | -11.8% | -14.6% |
| 3M | -14.6% | -12.9% | -1.7% | -12.7% |
| 6M | -26.4% | -38.6% | +12.1% | -20.5% |
| YTD | -5.3% | +31.2% | -36.5% | -16.1% |
| 1Y | +6.5% | +47.6% | -41.2% | -8.5% |
| 3Y | +126.0% | +6.6% | +119.4% | +97.9% |
| 5Y | +100.8% | +21.3% | +79.6% | +63.4% |
| 10Y | +673.8% | +533.3% | +140.5% | +287.6% |
| All | +11,791.0% | +1,930.3% | +9,860.7% | +4,220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling