+253.4%
INTC vs XYZ
+638.9%
-385.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.7% |
| 7D | +7.1% | -1.0% | +8.0% | +7.2% |
| 30D | -5.2% | -1.7% | -3.5% | -5.0% |
| 3M | -14.3% | +16.7% | -31.0% | -17.7% |
| 6M | +110.2% | +26.9% | +83.3% | +97.6% |
| YTD | +159.6% | +27.1% | +132.5% | +141.3% |
| 1Y | +289.3% | +9.3% | +280.0% | +273.9% |
| 3Y | +166.1% | +42.3% | +123.8% | +127.4% |
| 5Y | +94.4% | -69.3% | +163.7% | +118.5% |
| 10Y | +227.7% | +586.8% | -359.1% | +88.0% |
| All | +253.4% | +638.9% | -385.5% | +98.4% |
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