+37.2%
DIS vs XME
+93.2%
-56.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +9.2% | -6.1% | +15.3% | +10.4% |
| 3M | +13.5% | -18.6% | +32.1% | +18.1% |
| 6M | +14.3% | -23.9% | +38.2% | +20.4% |
| YTD | +5.4% | -9.3% | +14.7% | +5.0% |
| 1Y | +12.2% | +1.8% | +10.4% | +7.8% |
| 3Y | +37.2% | +93.0% | -55.8% | +2.3% |
| All | +37.2% | +93.2% | -56.0% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling