+799.0%
GOOGL vs XYZ
+615.2%
+183.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.7% |
| 7D | +1.1% | +2.9% | -1.8% | +0.3% |
| 30D | -4.4% | +1.4% | -5.8% | -4.9% |
| 3M | -6.8% | +14.6% | -21.4% | -10.1% |
| 6M | +13.6% | +20.8% | -7.2% | +7.8% |
| YTD | +8.3% | +23.1% | -14.7% | +1.4% |
| 1Y | +44.9% | +5.6% | +39.3% | +40.0% |
| 3Y | +150.5% | +50.9% | +99.6% | +110.8% |
| 5Y | +137.7% | -68.6% | +206.3% | +163.4% |
| 10Y | +750.9% | +580.0% | +171.0% | +465.9% |
| All | +799.0% | +615.2% | +183.8% | +500.7% |
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