-41.1%
DIS vs EXEL
+199.5%
-240.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.6% | +8.4% | -11.0% | -3.8% |
| 30D | +3.5% | +4.1% | -0.6% | +2.7% |
| 3M | +6.8% | +12.4% | -5.6% | +4.6% |
| 6M | +3.0% | +41.5% | -38.6% | -3.1% |
| YTD | -6.7% | +34.6% | -41.4% | -11.7% |
| 1Y | -10.1% | +57.9% | -67.9% | -17.3% |
| 3Y | +33.0% | +159.5% | -126.5% | +8.5% |
| All | -41.1% | +199.5% | -240.6% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling