+176.5%
XLE vs DIS
+31.5%
+144.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | +4.4% | +0.9% | +3.5% | +4.0% |
| 30D | -4.3% | +8.9% | -13.2% | -8.1% |
| 3M | +6.0% | +14.5% | -8.5% | -0.8% |
| 6M | +13.2% | +12.2% | +1.0% | +6.1% |
| YTD | +46.7% | +4.7% | +42.0% | +40.6% |
| 1Y | +46.6% | +2.8% | +43.8% | +41.2% |
| 3Y | +69.6% | +38.1% | +31.4% | +35.6% |
| 5Y | +166.5% | -23.6% | +190.1% | +186.7% |
| All | +176.5% | +31.5% | +144.9% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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