+36.6%
DIS vs EXEL
+445.6%
-408.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.6% |
| 7D | +5.3% | +2.3% | +3.0% | +5.0% |
| 30D | +10.2% | +19.8% | -9.6% | +7.3% |
| 3M | +13.5% | +32.7% | -19.1% | +8.9% |
| 6M | +11.1% | +49.0% | -37.8% | +4.4% |
| YTD | +5.5% | +63.7% | -58.2% | -2.5% |
| 1Y | +9.1% | +75.8% | -66.7% | -0.2% |
| 3Y | +36.0% | +241.3% | -205.3% | +10.1% |
| 5Y | -29.8% | +289.0% | -318.9% | -45.0% |
| 10Y | +36.6% | +377.6% | -341.0% | +4.0% |
| All | +36.6% | +445.6% | -408.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling