+172.7%
XLE vs DIS
+21.6%
+151.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.1% |
| 7D | +2.2% | -2.6% | +4.8% | +3.4% |
| 30D | +11.8% | +3.5% | +8.3% | +9.8% |
| 3M | +9.8% | +6.8% | +3.0% | +5.7% |
| 6M | +15.6% | +3.0% | +12.6% | +12.1% |
| YTD | +45.3% | -6.7% | +52.0% | +47.2% |
| 1Y | +48.3% | -10.1% | +58.4% | +52.3% |
| 3Y | +55.4% | +33.0% | +22.4% | +25.4% |
| 5Y | +216.1% | -40.0% | +256.1% | +288.4% |
| All | +172.7% | +21.6% | +151.1% | +108.3% |
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