+603.6%
ON vs XYZ
+655.2%
-51.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.7% |
| 7D | +12.2% | -1.1% | +13.3% | +12.6% |
| 30D | -3.1% | +11.5% | -14.6% | -7.8% |
| 3M | -12.9% | +1.8% | -14.7% | -14.3% |
| 6M | -38.6% | +21.2% | -59.8% | -44.4% |
| YTD | +31.2% | +29.9% | +1.3% | +12.9% |
| 1Y | +47.6% | +35.8% | +11.9% | +24.3% |
| 3Y | +6.6% | +62.6% | -56.0% | -22.8% |
| 5Y | +21.3% | -62.8% | +84.1% | +41.3% |
| 10Y | +533.3% | +612.0% | -78.6% | +175.6% |
| All | +603.6% | +655.2% | -51.6% | +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 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