+621.5%
XYZ vs O
+82.5%
+539.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.2% | +0.6% | -2.8% | -2.6% |
| 30D | +11.6% | +9.4% | +2.2% | +5.5% |
| 3M | +8.4% | -2.4% | +10.8% | +10.2% |
| 6M | +17.2% | -1.9% | +19.0% | +18.1% |
| YTD | +31.7% | +10.5% | +21.2% | +21.7% |
| 1Y | +30.1% | +10.0% | +20.1% | +20.4% |
| 3Y | +66.4% | +40.5% | +26.0% | +27.1% |
| 5Y | -62.2% | +10.2% | -72.4% | -65.1% |
| 10Y | +621.5% | +82.5% | +539.1% | +431.0% |
| All | +621.5% | +82.5% | +539.1% | +431.0% |
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