+16.0%
DIA vs XYZ
+4.3%
+11.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -3.0% | -5.2% | +2.1% | -2.4% |
| 30D | -3.0% | 0.0% | -3.0% | -3.1% |
| 3M | +4.5% | +18.7% | -14.2% | +2.1% |
| 6M | +9.8% | +20.5% | -10.8% | +6.6% |
| YTD | +9.3% | +21.5% | -12.2% | +6.3% |
| 1Y | +16.0% | +7.2% | +8.8% | +15.5% |
| All | +16.0% | +4.3% | +11.6% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling