+47.6%
ON vs XYZ
+19.9%
+27.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +15.3% | -17.2% | -3.4% |
| 7D | -5.8% | +16.5% | -22.3% | -7.5% |
| 30D | -17.1% | +15.0% | -32.1% | -18.4% |
| 3M | -11.8% | +3.5% | -15.3% | -12.1% |
| 6M | -30.2% | +21.9% | -52.1% | -32.6% |
| YTD | +31.6% | +34.6% | -3.1% | +27.4% |
| 1Y | +47.6% | +20.7% | +26.8% | +49.4% |
| All | +47.6% | +19.9% | +27.7% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling