+31.5%
ORCL vs XYZ
+47.2%
-15.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +5.3% | -1.0% | +6.2% | +5.5% |
| 30D | +10.0% | -1.7% | +11.7% | +10.4% |
| 3M | -32.6% | +16.7% | -49.3% | -35.4% |
| 6M | +4.9% | +26.9% | -21.9% | -1.5% |
| YTD | -17.8% | +27.1% | -44.9% | -23.2% |
| 1Y | -28.0% | +9.3% | -37.2% | -30.7% |
| All | +31.5% | +47.2% | -15.7% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling