+255.6%
XOM vs XYZ
-68.2%
+323.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +1.9% | -5.2% | +7.0% | +2.1% |
| 30D | +4.1% | 0.0% | +4.1% | +4.0% |
| 3M | +10.4% | +18.7% | -8.3% | +9.2% |
| 6M | +13.0% | +20.5% | -7.5% | +11.4% |
| YTD | +40.1% | +21.5% | +18.6% | +37.6% |
| 1Y | +51.1% | +7.2% | +43.9% | +49.4% |
| 3Y | +57.7% | +49.0% | +8.8% | +49.0% |
| All | +255.6% | -68.2% | +323.8% | +257.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling