-39.0%
U vs XYZ
-43.8%
+4.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | -3.8% | -1.0% | -2.8% | -3.4% |
| 30D | +17.5% | -1.7% | +19.2% | +17.3% |
| 3M | +38.7% | +16.7% | +22.0% | +22.3% |
| 6M | +104.4% | +26.9% | +77.6% | +68.8% |
| YTD | -5.7% | +27.1% | -32.8% | -22.9% |
| 1Y | +3.7% | +9.3% | -5.6% | -6.2% |
| 3Y | +12.3% | +42.3% | -30.0% | -28.9% |
| 5Y | -68.8% | -69.3% | +0.5% | -42.1% |
| All | -39.0% | -43.8% | +4.8% | -39.8% |
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 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