+142.1%
GOOG vs XYZ
+46.5%
+95.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -2.5% | -5.2% | +2.7% | -1.4% |
| 30D | -3.6% | 0.0% | -3.6% | -3.8% |
| 3M | -6.4% | +18.7% | -25.1% | -10.1% |
| 6M | +7.8% | +20.5% | -12.8% | +2.9% |
| YTD | +5.5% | +21.5% | -16.0% | -0.1% |
| 1Y | +38.3% | +7.2% | +31.1% | +33.9% |
| All | +142.1% | +46.5% | +95.6% | +109.1% |
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 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