+554.8%
XYZ vs O
+108.7%
+446.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | +12.6% | +3.5% | +9.1% | +10.5% |
| 30D | +10.8% | +10.4% | +0.4% | +4.6% |
| 3M | +8.4% | -2.4% | +10.8% | +10.0% |
| 6M | +14.3% | -1.2% | +15.5% | +14.8% |
| YTD | +31.5% | +10.4% | +21.1% | +22.4% |
| 1Y | +28.1% | +11.4% | +16.7% | +18.4% |
| 3Y | +66.2% | +40.4% | +25.8% | +30.0% |
| 5Y | -62.3% | +12.1% | -74.5% | -65.3% |
| 10Y | +634.6% | +82.7% | +551.9% | +494.4% |
| All | +554.8% | +108.7% | +446.1% | +426.2% |
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