-50.4%
INTC vs XYZ
+18.8%
-69.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.1% |
| 7D | +6.0% | -1.1% | +7.1% | +6.3% |
| 30D | -39.2% | +11.5% | -50.7% | -40.1% |
| 3M | -42.9% | +1.8% | -44.7% | -42.6% |
| 6M | -50.4% | +21.2% | -71.6% | -53.7% |
| All | -50.4% | +18.8% | -69.2% | -53.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling