+570.5%
XYZ vs D
+62.8%
+507.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.4% | +10.9% | +13.4% |
| 7D | +16.5% | +8.5% | +8.0% | +12.8% |
| 30D | +15.0% | +14.3% | +0.6% | +8.8% |
| 3M | +3.5% | +1.8% | +1.7% | +2.8% |
| 6M | +21.9% | +13.0% | +8.8% | +15.3% |
| YTD | +34.6% | +22.7% | +11.9% | +22.1% |
| 1Y | +20.7% | +22.6% | -1.9% | +9.3% |
| 3Y | +80.0% | +84.2% | -4.2% | +30.5% |
| 5Y | -64.6% | +15.8% | -80.4% | -68.4% |
| 10Y | +619.5% | +45.8% | +573.7% | +496.0% |
| All | +570.5% | +62.8% | +507.7% | +450.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling