+14.1%
XYZ vs COMP
+11.9%
+2.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.2% | +4.1% | -1.7% |
| 7D | +9.2% | -1.8% | +11.0% | +9.9% |
| 30D | +9.8% | -0.8% | +10.6% | +9.9% |
| 3M | -0.2% | -28.1% | +27.9% | +8.4% |
| 6M | +18.0% | +27.0% | -9.0% | +10.3% |
| YTD | +29.1% | -12.8% | +41.9% | +36.4% |
| 1Y | +14.1% | +4.9% | +9.2% | +18.5% |
| All | +14.1% | +11.9% | +2.2% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling