+11,697.7%
GOOGL vs ON
+2,003.4%
+9,694.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.6% | +0.8% |
| 7D | +1.6% | +3.3% | -1.8% | +0.5% |
| 30D | -16.8% | -3.1% | -13.7% | -16.5% |
| 3M | -14.6% | -9.2% | -5.4% | -13.6% |
| 6M | -24.4% | -31.4% | +7.0% | -20.5% |
| YTD | -6.1% | +36.0% | -42.0% | -17.4% |
| 1Y | +1.0% | +52.0% | -51.0% | -13.8% |
| 3Y | +123.4% | +9.3% | +114.2% | +94.6% |
| 5Y | +103.2% | +26.5% | +76.7% | +63.8% |
| 10Y | +667.7% | +556.1% | +111.6% | +281.4% |
| All | +11,697.7% | +2,003.4% | +9,694.3% | +4,151.9% |
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