-61.8%
XYZ vs COMP
-52.8%
-9.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +7.7% | +7.6% | +12.7% |
| 7D | +16.5% | +9.5% | +7.0% | +13.3% |
| 30D | +15.0% | +8.1% | +6.9% | +11.9% |
| 3M | +3.5% | -16.3% | +19.9% | +9.2% |
| 6M | +21.9% | +42.2% | -20.3% | +5.1% |
| YTD | +34.6% | -5.0% | +39.6% | +31.1% |
| 1Y | +20.7% | +20.1% | +0.6% | +7.9% |
| 3Y | +80.0% | +358.4% | -278.4% | -13.2% |
| 5Y | -64.6% | -21.9% | -42.7% | -72.2% |
| All | -61.8% | -52.8% | -9.1% | -69.1% |
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