+167.2%
XLE vs DIS
+35.1%
+132.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -12.0% | +5.2% | -17.2% | -14.1% |
| 30D | -2.7% | +11.5% | -14.2% | -7.5% |
| 3M | +6.6% | +11.5% | -5.0% | +0.9% |
| 6M | +9.5% | +8.9% | +0.7% | +4.1% |
| YTD | +40.6% | +3.4% | +37.1% | +35.5% |
| 1Y | +43.6% | +7.2% | +36.4% | +35.4% |
| 3Y | +58.1% | +43.3% | +14.8% | +23.6% |
| 5Y | +152.2% | -31.4% | +183.6% | +189.4% |
| All | +167.2% | +35.1% | +132.1% | +131.6% |
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