+307.6%
DIS vs XYL
+408.9%
-101.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | +5.2% | +5.9% | -0.6% | +2.7% |
| 30D | +11.5% | -3.9% | +15.4% | +12.5% |
| 3M | +11.5% | -18.7% | +30.2% | +20.6% |
| 6M | +8.9% | -16.9% | +25.7% | +16.2% |
| YTD | +3.4% | -27.4% | +30.8% | +16.3% |
| 1Y | +7.2% | -34.0% | +41.2% | +25.9% |
| 3Y | +43.3% | +5.6% | +37.7% | +34.1% |
| 5Y | -31.4% | -20.6% | -10.9% | -28.7% |
| 10Y | +37.1% | +133.4% | -96.3% | -9.0% |
| All | +307.6% | +408.9% | -101.3% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 all: compounded portfolio wealth divided by compounded XYL 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…
all analysis · Full analysis span regression · 6 months rolling