+31.5%
OXY vs XYZ
+9.3%
+22.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -1.0% |
| 7D | +1.6% | -1.0% | +2.6% | +1.5% |
| 30D | +11.6% | -1.7% | +13.3% | +11.5% |
| 3M | +2.8% | +16.7% | -13.9% | +4.8% |
| 6M | +13.0% | +26.9% | -13.8% | +15.9% |
| YTD | +47.4% | +27.1% | +20.2% | +47.7% |
| 1Y | +31.5% | +9.3% | +22.2% | +36.8% |
| All | +31.5% | +9.3% | +22.2% | +36.8% |
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