-63.4%
XYZ vs COMP
-56.6%
-6.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.2% | +4.1% | -1.4% |
| 7D | +9.2% | -1.8% | +11.0% | +10.0% |
| 30D | +9.8% | -0.8% | +10.6% | +9.9% |
| 3M | -0.2% | -28.1% | +27.9% | +10.8% |
| 6M | +18.0% | +27.0% | -9.0% | +5.6% |
| YTD | +29.1% | -12.8% | +41.9% | +29.3% |
| 1Y | +14.1% | +4.9% | +9.2% | +6.7% |
| 3Y | +72.6% | +321.0% | -248.4% | -14.4% |
| 5Y | -64.6% | -25.6% | -39.0% | -71.6% |
| All | -63.4% | -56.6% | -6.8% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling