+554.0%
XYZ vs O
+106.9%
+447.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | +12.1% | +3.7% | +8.4% | +9.9% |
| 30D | +12.4% | +11.2% | +1.2% | +5.6% |
| 3M | +8.2% | -4.0% | +12.2% | +10.9% |
| 6M | +20.7% | -5.2% | +25.9% | +24.1% |
| YTD | +31.3% | +9.5% | +21.8% | +22.8% |
| 1Y | +20.5% | +10.6% | +9.9% | +11.8% |
| 3Y | +72.6% | +38.1% | +34.5% | +36.5% |
| 5Y | -64.0% | +10.2% | -74.2% | -66.5% |
| 10Y | +601.8% | +71.4% | +530.4% | +468.4% |
| All | +554.0% | +106.9% | +447.1% | +428.2% |
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