+401.2%
DIS vs XME
+169.9%
+231.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.6% |
| 7D | +5.2% | -4.5% | +9.7% | +6.9% |
| 30D | +11.5% | -10.9% | +22.3% | +15.9% |
| 3M | +11.5% | -15.3% | +26.8% | +17.6% |
| 6M | +8.9% | -24.6% | +33.5% | +18.7% |
| YTD | +3.4% | -9.6% | +13.0% | +4.2% |
| 1Y | +7.2% | +2.9% | +4.3% | +2.6% |
| 3Y | +43.3% | +86.9% | -43.6% | +5.9% |
| 5Y | -31.4% | +115.2% | -146.6% | -52.9% |
| 10Y | +37.1% | +305.7% | -268.7% | -30.7% |
| All | +401.2% | +169.9% | +231.3% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling