+120.1%
INTC vs XYZ
+655.2%
-535.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.2% |
| 7D | +6.0% | -1.1% | +7.1% | +6.3% |
| 30D | -39.2% | +11.5% | -50.7% | -41.0% |
| 3M | -42.9% | +1.8% | -44.7% | -43.5% |
| 6M | -50.4% | +21.2% | -71.6% | -53.1% |
| YTD | +61.7% | +29.9% | +31.7% | +48.7% |
| 1Y | +66.1% | +35.8% | +30.4% | +50.8% |
| 3Y | +58.1% | +62.6% | -4.4% | +30.8% |
| 5Y | +27.9% | -62.8% | +90.6% | +36.8% |
| 10Y | +111.1% | +612.0% | -500.8% | +19.8% |
| All | +120.1% | +655.2% | -535.1% | +22.3% |
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