+797.8%
GOOG vs XYZ
+608.9%
+188.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -1.6% | -3.7% | +2.2% | -0.7% |
| 30D | -7.7% | +0.5% | -8.2% | -7.9% |
| 3M | -9.3% | +16.3% | -25.6% | -12.8% |
| 6M | +7.4% | +21.1% | -13.7% | +1.9% |
| YTD | +4.9% | +22.0% | -17.1% | -1.6% |
| 1Y | +37.2% | +5.2% | +32.1% | +32.6% |
| 3Y | +141.6% | +49.6% | +92.0% | +103.8% |
| 5Y | +128.8% | -68.4% | +197.2% | +152.8% |
| 10Y | +772.7% | +604.5% | +168.2% | +483.8% |
| All | +797.8% | +608.9% | +188.9% | +505.3% |
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