+755.6%
GOOGL vs XYZ
+610.4%
+145.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | 0.0% | -4.3% | +4.3% | +1.1% |
| 30D | -1.4% | +1.2% | -2.6% | -1.9% |
| 3M | -5.3% | +14.6% | -20.0% | -8.9% |
| 6M | +9.8% | +22.6% | -12.8% | +3.5% |
| YTD | +8.4% | +21.7% | -13.3% | +1.3% |
| 1Y | +41.2% | +6.7% | +34.5% | +35.6% |
| 3Y | +149.6% | +46.8% | +102.7% | +108.2% |
| 5Y | +142.6% | -68.0% | +210.6% | +172.5% |
| All | +755.6% | +610.4% | +145.2% | +383.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling