-2.4%
DIS vs XYZ
+638.9%
-641.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -2.6% | -1.0% | -1.6% | -2.4% |
| 30D | +3.5% | -1.7% | +5.2% | +3.7% |
| 3M | +6.8% | +16.7% | -9.9% | +3.3% |
| 6M | +3.0% | +26.9% | -23.9% | -2.4% |
| YTD | -6.7% | +27.1% | -33.9% | -12.2% |
| 1Y | -10.1% | +9.3% | -19.3% | -13.2% |
| 3Y | +33.0% | +42.3% | -9.2% | +16.4% |
| 5Y | -40.0% | -69.3% | +29.3% | -35.9% |
| 10Y | +21.1% | +586.8% | -565.8% | -16.4% |
| All | -2.4% | +638.9% | -641.3% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling