-31.9%
DIS vs XYZ
-64.1%
+32.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +5.2% | +12.1% | -6.9% | +2.3% |
| 30D | +11.5% | +12.4% | -0.9% | +8.2% |
| 3M | +11.5% | +8.2% | +3.4% | +9.1% |
| 6M | +8.9% | +20.7% | -11.8% | +3.3% |
| YTD | +3.4% | +31.3% | -27.9% | -4.7% |
| 1Y | +7.2% | +20.5% | -13.3% | +0.5% |
| 3Y | +43.3% | +72.6% | -29.3% | +15.5% |
| All | -31.9% | -64.1% | +32.2% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling