+301.6%
DIS vs EXEL
+340.0%
-38.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +5.2% | +0.3% | +5.0% | +5.2% |
| 30D | +11.5% | +19.0% | -7.6% | +9.0% |
| 3M | +11.5% | +33.3% | -21.7% | +7.5% |
| 6M | +8.9% | +42.9% | -34.0% | +3.7% |
| YTD | +3.4% | +58.7% | -55.3% | -3.0% |
| 1Y | +7.2% | +70.5% | -63.3% | -0.4% |
| 3Y | +43.3% | +233.8% | -190.5% | +20.3% |
| 5Y | -31.4% | +259.3% | -290.8% | -43.5% |
| 10Y | +37.1% | +484.1% | -447.1% | -0.1% |
| All | +301.6% | +340.0% | -38.3% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling