-64.6%
XYZ vs RF
+42.4%
-107.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -2.4% |
| 7D | +9.2% | -1.6% | +10.8% | +10.8% |
| 30D | +9.8% | +5.0% | +4.8% | +5.7% |
| 3M | -0.2% | -10.0% | +9.8% | +8.6% |
| 6M | +18.0% | +3.3% | +14.6% | +14.2% |
| YTD | +29.1% | +7.9% | +21.2% | +19.0% |
| 1Y | +14.1% | +21.2% | -7.1% | -4.9% |
| 3Y | +72.6% | +105.8% | -33.2% | -11.2% |
| 5Y | -64.6% | +43.7% | -108.3% | -75.8% |
| All | -64.6% | +42.4% | -107.0% | -75.8% |
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