+570.5%
XYZ vs P
+547.9%
+22.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -5.0% | +20.3% | +17.4% |
| 7D | +16.5% | -19.4% | +35.9% | +26.2% |
| 30D | +15.0% | -22.3% | +37.3% | +25.0% |
| 3M | +3.5% | +33.2% | -29.7% | -12.9% |
| 6M | +21.9% | +53.6% | -31.8% | -8.0% |
| YTD | +34.6% | +66.8% | -32.2% | -4.4% |
| 1Y | +20.7% | +17.5% | +3.2% | -3.0% |
| 3Y | +80.0% | +219.7% | -139.7% | -24.3% |
| 5Y | -64.6% | +307.8% | -372.4% | -86.9% |
| 10Y | +619.5% | +855.3% | -235.8% | +89.3% |
| All | +570.5% | +547.9% | +22.5% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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