+6.4%
OXY vs XYZ
+610.4%
-604.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.8% | -4.3% | +7.1% | +3.6% |
| 30D | +5.5% | +1.2% | +4.3% | +5.0% |
| 3M | +11.3% | +14.6% | -3.3% | +7.8% |
| 6M | +11.6% | +22.6% | -11.0% | +5.9% |
| YTD | +51.6% | +21.7% | +29.9% | +42.9% |
| 1Y | +36.2% | +6.7% | +29.5% | +31.0% |
| 3Y | +1.7% | +46.8% | -45.1% | -13.0% |
| 5Y | +164.5% | -68.0% | +232.5% | +191.5% |
| All | +6.4% | +610.4% | -604.0% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling