+9.9%
OXY vs XYZ
+615.2%
-605.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.6% |
| 7D | -0.5% | +2.9% | -3.3% | -1.0% |
| 30D | +8.5% | +1.4% | +7.1% | +8.0% |
| 3M | +6.0% | +14.6% | -8.6% | +2.8% |
| 6M | +13.0% | +20.8% | -7.8% | +7.7% |
| YTD | +48.9% | +23.1% | +25.8% | +40.5% |
| 1Y | +36.4% | +5.6% | +30.8% | +31.7% |
| 3Y | -2.3% | +50.9% | -53.2% | -16.1% |
| 5Y | +160.6% | -68.6% | +229.2% | +184.6% |
| 10Y | +2.0% | +580.0% | -578.0% | -31.5% |
| All | +9.9% | +615.2% | -605.3% | -29.6% |
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