-31.1%
ORCL vs XYZ
+6.7%
-37.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +3.5% |
| 7D | +15.0% | +2.9% | +12.2% | +13.8% |
| 30D | +10.5% | +1.4% | +9.2% | +10.0% |
| 3M | -23.0% | +14.6% | -37.6% | -26.6% |
| 6M | +7.0% | +20.8% | -13.8% | +0.3% |
| YTD | -15.8% | +23.1% | -38.9% | -21.0% |
| 1Y | -31.1% | +5.6% | -36.7% | -32.5% |
| All | -31.1% | +6.7% | -37.8% | -32.5% |
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