+59.5%
DIA vs XYZ
+48.5%
+11.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.7% |
| 7D | +0.1% | +2.9% | -2.8% | -0.4% |
| 30D | -2.1% | +1.4% | -3.5% | -2.3% |
| 3M | +4.2% | +14.6% | -10.4% | +1.9% |
| 6M | +11.9% | +20.8% | -8.9% | +8.4% |
| YTD | +10.8% | +23.1% | -12.2% | +6.7% |
| 1Y | +17.5% | +5.6% | +11.9% | +15.3% |
| All | +59.5% | +48.5% | +11.1% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling