+636.4%
ON vs XYZ
+638.9%
-2.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +2.4% | -1.0% | +3.4% | +2.7% |
| 30D | -3.3% | -1.7% | -1.6% | -3.1% |
| 3M | -43.6% | +16.7% | -60.3% | -47.5% |
| 6M | +19.0% | +26.9% | -7.9% | +6.1% |
| YTD | +37.4% | +27.1% | +10.2% | +20.1% |
| 1Y | +54.8% | +9.3% | +45.5% | +42.9% |
| 3Y | -25.2% | +42.3% | -67.4% | -42.7% |
| 5Y | +62.7% | -69.3% | +132.0% | +105.5% |
| 10Y | +574.3% | +586.8% | -12.5% | +198.7% |
| All | +636.4% | +638.9% | -2.5% | +202.7% |
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