+56.9%
ON vs XYZ
-69.0%
+125.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -1.9% | -3.7% | +1.8% | -0.5% |
| 30D | -11.0% | +0.5% | -11.6% | -11.5% |
| 3M | -39.3% | +16.3% | -55.6% | -43.5% |
| 6M | +19.8% | +21.1% | -1.3% | +9.2% |
| YTD | +31.1% | +22.0% | +9.1% | +17.1% |
| 1Y | +46.0% | +5.2% | +40.8% | +37.6% |
| 3Y | -27.5% | +49.6% | -77.1% | -45.7% |
| 5Y | +56.9% | -68.4% | +125.3% | +97.8% |
| All | +56.9% | -69.0% | +125.9% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling