+638.0%
XYZ vs O
+69.9%
+568.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.1% |
| 7D | +14.9% | +3.3% | +11.6% | +12.7% |
| 30D | +14.7% | +10.3% | +4.3% | +7.8% |
| 3M | +12.1% | -3.5% | +15.6% | +14.7% |
| 6M | +18.3% | -1.3% | +19.6% | +18.8% |
| YTD | +36.1% | +10.3% | +25.7% | +25.8% |
| 1Y | +35.3% | +10.4% | +24.9% | +24.9% |
| 3Y | +73.5% | +40.0% | +33.5% | +32.8% |
| 5Y | -61.6% | +12.4% | -74.0% | -65.0% |
| 10Y | +638.0% | +78.2% | +559.8% | +444.0% |
| All | +638.0% | +69.9% | +568.1% | +444.0% |
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