+53.0%
XLY vs COMP
+426.2%
-373.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.4% |
| 7D | -1.1% | +2.2% | -3.3% | -1.5% |
| 30D | +7.8% | +16.3% | -8.6% | +5.4% |
| 3M | +1.7% | -19.1% | +20.8% | +3.9% |
| 6M | +1.8% | +17.1% | -15.3% | -1.1% |
| YTD | +2.0% | -2.9% | +4.9% | +0.1% |
| 1Y | +1.8% | +8.8% | -7.0% | -1.5% |
| All | +53.0% | +426.2% | -373.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling