+72.6%
XYZ vs D
+79.5%
-6.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.0% |
| 7D | +12.1% | +3.0% | +9.2% | +11.5% |
| 30D | +12.4% | +11.5% | +0.9% | +10.2% |
| 3M | +8.2% | +3.7% | +4.4% | +7.4% |
| 6M | +20.7% | +13.5% | +7.1% | +17.7% |
| YTD | +31.3% | +20.7% | +10.6% | +25.9% |
| 1Y | +20.5% | +18.2% | +2.3% | +16.0% |
| 3Y | +72.6% | +73.3% | -0.7% | +32.0% |
| All | +72.6% | +79.5% | -6.9% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling