+599.5%
XYZ vs O
+69.5%
+530.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | +12.1% | +3.7% | +8.4% | +9.8% |
| 30D | +12.4% | +11.2% | +1.2% | +5.1% |
| 3M | +8.2% | -4.0% | +12.2% | +11.1% |
| 6M | +20.7% | -5.2% | +25.9% | +24.4% |
| YTD | +31.3% | +9.5% | +21.8% | +22.1% |
| 1Y | +20.5% | +10.6% | +9.9% | +11.0% |
| 3Y | +72.6% | +38.1% | +34.5% | +33.4% |
| 5Y | -64.0% | +10.2% | -74.2% | -66.7% |
| All | +599.5% | +69.5% | +530.0% | +426.9% |
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