-14.9%
B vs XYZ
+14.0%
-28.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.4% | -2.7% | -4.6% |
| 7D | +7.1% | +12.6% | -5.5% | +1.7% |
| 30D | -3.3% | +10.8% | -14.1% | -7.8% |
| 3M | -2.5% | +8.4% | -10.9% | -6.3% |
| All | -14.9% | +14.0% | -28.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 6mo: compounded portfolio wealth divided by compounded XYZ 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…
6mo analysis · Full analysis span regression · 6 months rolling