+58.1%
XLE vs DIS
+42.1%
+16.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.7% |
| 7D | -10.3% | +5.7% | -16.0% | -11.2% |
| 30D | -3.3% | +12.7% | -16.0% | -5.4% |
| 3M | +8.2% | +15.2% | -7.0% | +5.2% |
| 6M | +5.0% | +17.6% | -12.5% | +1.2% |
| YTD | +40.6% | +3.8% | +36.8% | +40.0% |
| 1Y | +45.0% | +6.8% | +38.2% | +42.8% |
| All | +58.1% | +42.1% | +16.0% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling