+235.7%
DIA vs XYZ
+597.9%
-362.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | +2.1% | -1.1% | +3.2% | +2.3% |
| 30D | +1.5% | +11.5% | -10.0% | -0.5% |
| 3M | -2.4% | +1.8% | -4.2% | -3.0% |
| 6M | +6.0% | +21.2% | -15.2% | +2.0% |
| YTD | +10.1% | +29.9% | -19.9% | +3.9% |
| 1Y | +11.8% | +35.8% | -24.0% | +4.7% |
| 3Y | +59.7% | +62.6% | -2.9% | +39.3% |
| 5Y | +57.9% | -62.8% | +120.7% | +65.6% |
| All | +235.7% | +597.9% | -362.2% | +110.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling