+7.7%
DIS vs XRT
+15.8%
-8.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +4.4% | +4.1% | +0.3% | +1.9% |
| 30D | +10.3% | +9.9% | +0.4% | +4.3% |
| 3M | +15.5% | +2.3% | +13.3% | +13.8% |
| 6M | +11.2% | +9.6% | +1.6% | +4.9% |
| YTD | +5.6% | +9.1% | -3.6% | -0.1% |
| 1Y | +7.7% | +16.2% | -8.5% | -2.9% |
| All | +7.7% | +15.8% | -8.0% | -2.9% |
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 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