+272.6%
DIA vs XYZ
+638.9%
-366.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -1.5% | -1.7% | +0.2% | -1.4% |
| 3M | +3.8% | +16.7% | -13.0% | +1.0% |
| 6M | +10.3% | +26.9% | -16.6% | +5.6% |
| YTD | +12.1% | +27.1% | -15.1% | +6.8% |
| 1Y | +18.6% | +9.3% | +9.4% | +15.3% |
| 3Y | +60.6% | +42.3% | +18.4% | +44.1% |
| 5Y | +64.4% | -69.3% | +133.7% | +76.7% |
| 10Y | +250.1% | +586.8% | -336.7% | +131.9% |
| All | +272.6% | +638.9% | -366.4% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling