+251.6%
ORCL vs XYZ
+657.6%
-406.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.5% |
| 7D | +0.5% | +14.9% | -14.4% | -2.4% |
| 30D | -15.3% | +14.7% | -29.9% | -17.7% |
| 3M | -18.2% | +12.1% | -30.3% | -20.2% |
| 6M | -38.4% | +18.3% | -56.7% | -40.6% |
| YTD | -37.7% | +36.1% | -73.8% | -41.7% |
| 1Y | -49.3% | +35.3% | -84.6% | -52.5% |
| 3Y | +10.6% | +73.5% | -62.9% | -3.7% |
| 5Y | +35.5% | -61.6% | +97.1% | +40.9% |
| 10Y | +251.6% | +638.0% | -386.4% | +101.3% |
| All | +251.6% | +657.6% | -406.0% | +101.3% |
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