+31.9%
DIS vs XYZ
+597.9%
-566.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | 0.0% |
| 7D | +1.9% | -1.1% | +3.0% | +2.1% |
| 30D | +9.2% | +11.5% | -2.4% | +6.5% |
| 3M | +13.5% | +1.8% | +11.7% | +12.7% |
| 6M | +14.3% | +21.2% | -6.9% | +9.0% |
| YTD | +5.4% | +29.9% | -24.6% | -1.9% |
| 1Y | +12.2% | +35.8% | -23.6% | +3.3% |
| 3Y | +37.2% | +62.6% | -25.4% | +15.9% |
| 5Y | -23.1% | -62.8% | +39.7% | -20.1% |
| All | +31.9% | +597.9% | -566.0% | -7.4% |
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