+22.3%
DIS vs XYZ
+580.4%
-558.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -3.5% | -3.7% | +0.2% | -2.8% |
| 30D | +1.0% | +0.5% | +0.4% | +0.7% |
| 3M | +5.7% | +16.3% | -10.6% | +2.1% |
| 6M | +3.3% | +21.1% | -17.9% | -1.4% |
| YTD | -7.7% | +22.0% | -29.7% | -12.7% |
| 1Y | -10.0% | +5.2% | -15.1% | -12.5% |
| 3Y | +31.7% | +49.6% | -17.9% | +13.1% |
| 5Y | -42.2% | -68.4% | +26.2% | -38.0% |
| 10Y | +22.3% | +604.5% | -582.2% | -14.5% |
| All | +22.3% | +580.4% | -558.0% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling