+270.3%
ORCL vs XYZ
+597.9%
-327.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.9% |
| 7D | +8.0% | -1.1% | +9.0% | +8.2% |
| 30D | -4.0% | +11.5% | -15.5% | -6.3% |
| 3M | -19.5% | +1.8% | -21.3% | -20.0% |
| 6M | -33.5% | +21.2% | -54.7% | -36.1% |
| YTD | -34.8% | +29.9% | -64.8% | -38.5% |
| 1Y | -41.6% | +35.8% | -77.4% | -45.4% |
| 3Y | +13.8% | +62.6% | -48.8% | +0.2% |
| 5Y | +43.4% | -62.8% | +106.2% | +50.0% |
| All | +270.3% | +597.9% | -327.6% | +110.2% |
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