+52.6%
XOM vs XYZ
+19.9%
+32.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +15.3% | -19.9% | -2.0% |
| 7D | -7.0% | +16.5% | -23.5% | -4.3% |
| 30D | +3.2% | +15.0% | -11.7% | +6.0% |
| 3M | +10.7% | +3.5% | +7.1% | +12.3% |
| 6M | +11.6% | +21.9% | -10.3% | +16.0% |
| YTD | +43.5% | +34.6% | +8.9% | +46.3% |
| 1Y | +52.6% | +20.7% | +31.9% | +53.9% |
| All | +52.6% | +19.9% | +32.7% | +53.9% |
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