+31.9%
DIS vs XME
+260.6%
-228.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | +1.9% | +0.3% | +1.6% | +1.7% |
| 30D | +9.2% | -6.1% | +15.3% | +11.5% |
| 3M | +13.5% | -18.6% | +32.1% | +22.0% |
| 6M | +14.3% | -23.9% | +38.2% | +24.8% |
| YTD | +5.4% | -9.3% | +14.7% | +5.6% |
| 1Y | +12.2% | +1.8% | +10.4% | +6.7% |
| 3Y | +37.2% | +93.0% | -55.8% | -5.3% |
| 5Y | -23.1% | +107.0% | -130.1% | -49.8% |
| All | +31.9% | +260.6% | -228.7% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling