+629.3%
ON vs XYZ
+610.4%
+18.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.4% |
| 7D | +2.4% | -4.3% | +6.7% | +4.2% |
| 30D | -8.6% | +1.2% | -9.8% | -9.4% |
| 3M | -34.3% | +14.6% | -49.0% | -38.9% |
| 6M | +28.5% | +22.6% | +6.0% | +15.8% |
| YTD | +40.6% | +21.7% | +18.9% | +24.4% |
| 1Y | +55.3% | +6.7% | +48.6% | +44.3% |
| 3Y | -22.2% | +46.8% | -69.0% | -42.2% |
| 5Y | +62.4% | -68.0% | +130.4% | +105.6% |
| All | +629.3% | +610.4% | +18.9% | +184.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling