+8.3%
DIS vs XYZ
+19.9%
-11.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +15.3% | -11.1% | +1.0% |
| 7D | +9.1% | +16.5% | -7.4% | +5.6% |
| 30D | +14.8% | +15.0% | -0.1% | +11.4% |
| 3M | +21.2% | +3.5% | +17.6% | +19.6% |
| 6M | +18.3% | +21.9% | -3.6% | +12.8% |
| YTD | +5.4% | +34.6% | -29.3% | -3.6% |
| 1Y | +8.3% | +20.7% | -12.5% | +0.6% |
| All | +8.3% | +19.9% | -11.6% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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