-38.6%
ON vs XYZ
+18.8%
-57.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -3.9% |
| 7D | +12.2% | -1.1% | +13.3% | +12.4% |
| 30D | -3.1% | +11.5% | -14.6% | -3.4% |
| 3M | -12.9% | +1.8% | -14.7% | -12.7% |
| 6M | -38.6% | +21.2% | -59.8% | -41.4% |
| All | -38.6% | +18.8% | -57.4% | -41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling