+495.4%
DIS vs XBI
+869.2%
-373.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.1% |
| 7D | +0.9% | +1.9% | -1.0% | +0.1% |
| 30D | +8.9% | +3.0% | +5.9% | +7.3% |
| 3M | +14.5% | -5.1% | +19.7% | +16.2% |
| 6M | +12.2% | +12.2% | 0.0% | +5.7% |
| YTD | +4.7% | +24.1% | -19.4% | -5.8% |
| 1Y | +2.8% | +33.1% | -30.3% | -10.2% |
| 3Y | +38.1% | +127.3% | -89.1% | -6.0% |
| 5Y | -23.6% | +20.2% | -43.9% | -34.5% |
| 10Y | +31.4% | +131.6% | -100.2% | -22.3% |
| All | +495.4% | +869.2% | -373.8% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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