+65.1%
XLE vs DIS
+39.9%
+25.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -7.9% | +5.3% | -13.2% | -8.7% |
| 30D | -4.8% | +10.2% | -15.1% | -6.5% |
| 3M | +8.4% | +13.5% | -5.2% | +5.7% |
| 6M | +12.7% | +11.1% | +1.5% | +10.3% |
| YTD | +41.3% | +5.5% | +35.8% | +40.3% |
| 1Y | +42.3% | +9.1% | +33.2% | +39.4% |
| 3Y | +65.1% | +36.0% | +29.1% | +48.9% |
| All | +65.1% | +39.9% | +25.2% | +48.9% |
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