+250.7%
ORCL vs XYZ
+663.2%
-412.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -11.2% | +12.1% | -23.3% | -13.2% |
| 30D | -18.8% | +12.4% | -31.2% | -20.7% |
| 3M | -18.8% | +8.2% | -27.0% | -20.1% |
| 6M | -39.7% | +20.7% | -60.4% | -41.9% |
| YTD | -39.6% | +31.3% | -71.0% | -43.0% |
| 1Y | -51.7% | +20.5% | -72.3% | -53.8% |
| 3Y | +10.2% | +72.6% | -62.4% | -3.1% |
| 5Y | +30.8% | -64.0% | +94.8% | +36.7% |
| 10Y | +252.1% | +601.8% | -349.7% | +127.4% |
| All | +250.7% | +663.2% | -412.5% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling