+36.6%
DIS vs XRT
+163.3%
-126.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.6% | 0.0% |
| 7D | +5.3% | +2.5% | +2.8% | +3.8% |
| 30D | +10.2% | +10.3% | -0.1% | +4.3% |
| 3M | +13.5% | +2.4% | +11.2% | +11.9% |
| 6M | +11.1% | +10.0% | +1.1% | +5.1% |
| YTD | +5.5% | +9.5% | -4.0% | -0.1% |
| 1Y | +9.1% | +17.2% | -8.0% | -0.5% |
| 3Y | +36.0% | +62.0% | -26.0% | +2.5% |
| 5Y | -29.8% | -2.1% | -27.7% | -32.9% |
| 10Y | +36.6% | +152.6% | -115.9% | -34.3% |
| All | +36.6% | +163.3% | -126.7% | -34.3% |
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