+1,663.1%
DIS vs XEL
+2,071.3%
-408.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +5.3% | +1.1% | +4.3% | +5.0% |
| 30D | +10.2% | +8.7% | +1.6% | +7.4% |
| 3M | +13.5% | +3.5% | +10.0% | +12.2% |
| 6M | +11.1% | +2.6% | +8.6% | +9.9% |
| YTD | +5.5% | +11.1% | -5.6% | +1.6% |
| 1Y | +9.1% | +2.2% | +7.0% | +7.8% |
| 3Y | +36.0% | +51.1% | -15.1% | +17.0% |
| 5Y | -29.8% | +48.0% | -77.9% | -39.7% |
| 10Y | +36.6% | +175.3% | -138.7% | -5.0% |
| All | +1,663.1% | +2,071.3% | -408.1% | +497.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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