+267.7%
DIS vs XYL
+449.8%
-182.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.8% |
| 7D | -2.6% | -5.0% | +2.5% | -0.4% |
| 30D | +3.5% | -13.2% | +16.7% | +10.0% |
| 3M | +6.8% | -3.7% | +10.5% | +8.1% |
| 6M | +3.0% | -17.7% | +20.7% | +11.4% |
| YTD | -6.7% | -21.5% | +14.8% | +2.5% |
| 1Y | -10.1% | -24.5% | +14.4% | +0.5% |
| 3Y | +33.0% | +6.9% | +26.1% | +25.0% |
| 5Y | -40.0% | -18.1% | -21.9% | -37.9% |
| 10Y | +21.1% | +134.7% | -113.7% | -19.6% |
| All | +267.7% | +449.8% | -182.1% | +83.4% |
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