+34.2%
DIS vs XRT
+149.4%
-115.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | +5.2% | +0.9% | +4.4% | +4.7% |
| 30D | +11.5% | +7.9% | +3.5% | +6.8% |
| 3M | +11.5% | -0.2% | +11.7% | +11.5% |
| 6M | +8.9% | +5.6% | +3.3% | +5.3% |
| YTD | +3.4% | +5.7% | -2.3% | -0.1% |
| 1Y | +7.2% | +14.6% | -7.4% | -1.0% |
| 3Y | +43.3% | +50.7% | -7.4% | +12.3% |
| 5Y | -31.4% | -4.8% | -26.6% | -33.3% |
| All | +34.2% | +149.4% | -115.2% | -33.9% |
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