+363.4%
ORCL vs XYZ
+573.1%
-209.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +3.0% |
| 7D | +15.0% | +2.9% | +12.2% | +14.4% |
| 30D | +10.5% | +1.4% | +9.2% | +10.3% |
| 3M | -23.0% | +14.6% | -37.6% | -25.1% |
| 6M | +7.0% | +20.8% | -13.8% | +3.2% |
| YTD | -15.8% | +23.1% | -38.9% | -19.5% |
| 1Y | -31.1% | +5.6% | -36.7% | -32.5% |
| 3Y | +33.3% | +50.9% | -17.6% | +19.0% |
| 5Y | +94.3% | -68.6% | +162.9% | +109.2% |
| 10Y | +363.4% | +580.0% | -216.6% | +176.3% |
| All | +363.4% | +573.1% | -209.7% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling