+5.7%
DIS vs EXEL
+70.6%
-64.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | -2.8% | +3.4% | +1.0% |
| 30D | +10.3% | +18.2% | -7.9% | +7.9% |
| 3M | +15.6% | +37.7% | -22.2% | +10.9% |
| 6M | +15.1% | +42.2% | -27.1% | +9.3% |
| YTD | +6.0% | +61.3% | -55.3% | -1.8% |
| 1Y | +5.7% | +64.5% | -58.8% | -2.8% |
| All | +5.7% | +70.6% | -64.9% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling