+533.2%
XYZ vs O
+112.6%
+420.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -1.0% | -0.7% | -0.2% | -0.5% |
| 30D | -1.7% | -1.9% | +0.2% | -0.6% |
| 3M | +16.7% | +3.8% | +12.9% | +13.7% |
| 6M | +26.9% | -4.7% | +31.6% | +29.7% |
| YTD | +27.1% | +12.5% | +14.7% | +17.0% |
| 1Y | +9.3% | +10.8% | -1.6% | +1.1% |
| 3Y | +42.3% | +28.8% | +13.5% | +17.8% |
| 5Y | -69.3% | +13.2% | -82.5% | -71.9% |
| 10Y | +586.8% | +53.5% | +533.4% | +436.5% |
| All | +533.2% | +112.6% | +420.6% | +402.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling