+13.8%
ORCL vs XYZ
+66.0%
-52.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.2% |
| 7D | +8.0% | -1.1% | +9.0% | +8.2% |
| 30D | -4.0% | +11.5% | -15.5% | -7.2% |
| 3M | -19.5% | +1.8% | -21.3% | -20.2% |
| 6M | -33.5% | +21.2% | -54.7% | -37.1% |
| YTD | -34.8% | +29.9% | -64.8% | -39.9% |
| 1Y | -41.6% | +35.8% | -77.4% | -46.8% |
| 3Y | +13.8% | +62.6% | -48.8% | +3.9% |
| All | +13.8% | +66.0% | -52.2% | +3.9% |
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