+566.1%
XYZ vs O
+82.2%
+483.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -2.1% | -0.4% | -1.7% | -1.8% |
| 30D | +7.0% | +8.3% | -1.3% | +1.9% |
| 3M | +5.1% | -4.0% | +9.1% | +7.9% |
| 6M | +14.1% | -2.6% | +16.7% | +15.6% |
| YTD | +26.4% | +9.9% | +16.5% | +17.2% |
| 1Y | +25.1% | +9.8% | +15.2% | +15.9% |
| 3Y | +59.7% | +39.7% | +20.0% | +22.5% |
| 5Y | -63.8% | +9.2% | -73.0% | -66.4% |
| All | +566.1% | +82.2% | +483.9% | +401.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling