+91.4%
ORCL vs XYZ
-69.4%
+160.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +5.3% | -1.0% | +6.2% | +5.5% |
| 30D | +10.0% | -1.7% | +11.7% | +10.3% |
| 3M | -32.6% | +16.7% | -49.3% | -34.7% |
| 6M | +4.9% | +26.9% | -21.9% | 0.0% |
| YTD | -17.8% | +27.1% | -44.9% | -22.0% |
| 1Y | -28.0% | +9.3% | -37.2% | -30.0% |
| 3Y | +36.0% | +42.3% | -6.3% | +22.3% |
| All | +91.4% | -69.4% | +160.8% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling