-10.1%
DIS vs XRT
+3.4%
-13.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.3% |
| 7D | -2.6% | +0.8% | -3.4% | -3.0% |
| 30D | +3.5% | -4.2% | +7.7% | +5.8% |
| 3M | +6.8% | +5.1% | +1.7% | +3.8% |
| 6M | +3.0% | +2.4% | +0.6% | +1.3% |
| YTD | -6.7% | +3.2% | -9.9% | -8.4% |
| 1Y | -10.1% | +1.5% | -11.6% | -12.0% |
| All | -10.1% | +3.4% | -13.4% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling