-41.5%
DIS vs XYZ
-69.7%
+28.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.5% |
| 7D | -1.1% | +2.9% | -3.9% | -1.8% |
| 30D | +0.1% | +1.4% | -1.2% | -0.3% |
| 3M | +7.1% | +14.6% | -7.5% | +3.4% |
| 6M | +4.3% | +20.8% | -16.5% | -1.0% |
| YTD | -6.9% | +23.1% | -30.0% | -12.7% |
| 1Y | -10.3% | +5.6% | -16.0% | -13.3% |
| 3Y | +32.8% | +50.9% | -18.1% | +10.6% |
| 5Y | -41.5% | -68.6% | +27.1% | -38.4% |
| All | -41.5% | -69.7% | +28.3% | -38.4% |
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 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