-28.0%
ORCL vs XYZ
+9.3%
-37.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +5.3% | -1.0% | +6.2% | +5.6% |
| 30D | +10.0% | -1.7% | +11.7% | +10.5% |
| 3M | -32.6% | +16.7% | -49.3% | -36.0% |
| 6M | +4.9% | +26.9% | -21.9% | -2.9% |
| YTD | -17.8% | +27.1% | -44.9% | -23.6% |
| 1Y | -28.0% | +9.3% | -37.2% | -30.1% |
| All | -28.0% | +9.3% | -37.3% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling