-64.6%
XYZ vs D
+14.9%
-79.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +9.2% | +6.9% | +2.3% | +6.6% |
| 30D | +9.8% | +12.3% | -2.5% | +5.1% |
| 3M | -0.2% | +3.0% | -3.2% | -1.3% |
| 6M | +18.0% | +12.8% | +5.2% | +12.1% |
| YTD | +29.1% | +22.6% | +6.6% | +17.7% |
| 1Y | +14.1% | +21.7% | -7.5% | +4.1% |
| 3Y | +72.6% | +83.9% | -11.3% | +19.5% |
| 5Y | -64.6% | +14.0% | -78.6% | -69.1% |
| All | -64.6% | +14.9% | -79.5% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling