+7.7%
DIS vs XRT
+16.2%
-8.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.6% | -0.1% |
| 7D | +5.3% | +2.5% | +2.8% | +3.7% |
| 30D | +10.2% | +10.3% | -0.1% | +4.0% |
| 3M | +13.5% | +2.4% | +11.2% | +11.8% |
| 6M | +11.1% | +10.0% | +1.1% | +4.6% |
| YTD | +5.5% | +9.5% | -4.0% | -0.4% |
| All | +7.7% | +16.2% | -8.5% | -3.2% |
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