+223.3%
XOM vs XYZ
+608.9%
-385.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | 0.0% | -3.7% | +3.8% | +0.4% |
| 30D | +3.4% | +0.5% | +2.9% | +3.3% |
| 3M | +11.0% | +16.3% | -5.3% | +9.0% |
| 6M | +10.6% | +21.1% | -10.5% | +7.8% |
| YTD | +39.2% | +22.0% | +17.2% | +35.0% |
| 1Y | +52.7% | +5.2% | +47.6% | +50.0% |
| 3Y | +56.8% | +49.6% | +7.2% | +43.6% |
| 5Y | +261.8% | -68.4% | +330.2% | +279.0% |
| 10Y | +191.3% | +604.5% | -413.2% | +109.5% |
| All | +223.3% | +608.9% | -385.6% | +126.8% |
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