+103.2%
INTC vs XYZ
-68.2%
+171.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +7.5% | -4.3% | +11.7% | +8.5% |
| 30D | +2.0% | +1.2% | +0.8% | +1.5% |
| 3M | -12.0% | +14.6% | -26.6% | -15.4% |
| 6M | +114.5% | +22.6% | +92.0% | +103.1% |
| YTD | +179.0% | +21.7% | +157.3% | +161.8% |
| 1Y | +318.3% | +6.7% | +311.6% | +304.0% |
| 3Y | +171.2% | +46.8% | +124.4% | +129.5% |
| All | +103.2% | -68.2% | +171.4% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling