-68.9%
XYZ vs RF
+89.8%
-158.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.0% | +1.3% | -2.3% | -1.9% |
| 30D | -1.7% | -3.6% | +1.9% | +1.1% |
| 3M | +16.7% | +8.1% | +8.7% | +9.4% |
| 6M | +26.9% | +11.5% | +15.4% | +15.7% |
| YTD | +27.1% | +15.6% | +11.6% | +11.3% |
| 1Y | +9.3% | +15.7% | -6.4% | -4.9% |
| 3Y | +42.3% | +86.9% | -44.6% | -18.7% |
| All | -68.9% | +89.8% | -158.7% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 5y: compounded portfolio wealth divided by compounded RF 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…
5y analysis · Full analysis span regression · 6 months rolling