+584.9%
XYZ vs O
+80.9%
+504.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.3% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | +11.5% | +7.1% | +4.4% | +6.9% |
| 3M | +1.8% | -5.2% | +7.0% | +5.4% |
| 6M | +21.2% | -1.8% | +23.0% | +22.1% |
| YTD | +29.9% | +9.1% | +20.9% | +21.1% |
| 1Y | +35.8% | +9.7% | +26.1% | +25.8% |
| 3Y | +62.6% | +39.1% | +23.5% | +25.0% |
| 5Y | -62.8% | +8.4% | -71.1% | -65.3% |
| All | +584.9% | +80.9% | +504.0% | +418.3% |
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