-63.9%
XYZ vs COMP
-47.7%
-16.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -1.0% | +1.4% | -2.3% | -1.4% |
| 30D | -1.7% | -13.3% | +11.6% | +2.9% |
| 3M | +16.7% | +41.1% | -24.4% | +3.3% |
| 6M | +26.9% | +17.2% | +9.7% | +16.3% |
| YTD | +27.1% | +5.2% | +21.9% | +20.1% |
| 1Y | +9.3% | +18.9% | -9.7% | -2.6% |
| 3Y | +42.3% | +215.9% | -173.6% | -21.1% |
| 5Y | -69.3% | -31.2% | -38.1% | -75.8% |
| All | -63.9% | -47.7% | -16.3% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling