+32.9%
DIS vs XRT
+145.8%
-112.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | -1.4% | +2.0% | +1.4% |
| 30D | +10.3% | +9.8% | +0.5% | +4.7% |
| 3M | +15.6% | +3.3% | +12.3% | +13.4% |
| 6M | +15.1% | +13.6% | +1.5% | +7.0% |
| YTD | +6.0% | +9.1% | -3.1% | +0.6% |
| 1Y | +5.7% | +15.1% | -9.4% | -2.6% |
| 3Y | +39.8% | +59.9% | -20.1% | +6.1% |
| 5Y | -23.9% | -1.7% | -22.1% | -27.2% |
| 10Y | +32.9% | +141.1% | -108.2% | -34.8% |
| All | +32.9% | +145.8% | -112.9% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling