+599.6%
XYZ vs D
+35.0%
+564.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.0% | +1.5% | -2.4% | -1.6% |
| 30D | -1.7% | -2.6% | +0.9% | -0.6% |
| 3M | +16.7% | 0.0% | +16.7% | +16.6% |
| 6M | +26.9% | +7.4% | +19.5% | +22.1% |
| YTD | +27.1% | +15.9% | +11.3% | +17.8% |
| 1Y | +9.3% | +18.1% | -8.9% | -0.1% |
| 3Y | +42.3% | +58.4% | -16.1% | +9.3% |
| 5Y | -69.3% | +5.2% | -74.5% | -71.6% |
| All | +599.6% | +35.0% | +564.6% | +493.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling