+10.4%
DIS vs XYZ
+690.7%
-680.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.3% |
| 7D | +5.3% | +14.9% | -9.6% | +2.3% |
| 30D | +10.2% | +14.7% | -4.4% | +7.1% |
| 3M | +13.5% | +12.1% | +1.4% | +10.7% |
| 6M | +11.1% | +18.3% | -7.2% | +6.8% |
| YTD | +5.5% | +36.1% | -30.6% | -2.2% |
| 1Y | +9.1% | +35.3% | -26.2% | +1.1% |
| 3Y | +36.0% | +73.5% | -37.5% | +14.7% |
| 5Y | -29.8% | -61.6% | +31.8% | -27.9% |
| 10Y | +36.6% | +638.0% | -601.4% | -7.1% |
| All | +10.4% | +690.7% | -680.3% | -25.4% |
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 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