+150.2%
XLE vs DIS
-30.6%
+180.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -7.9% | +5.3% | -13.2% | -9.1% |
| 30D | -4.8% | +10.2% | -15.1% | -7.1% |
| 3M | +8.4% | +13.5% | -5.2% | +4.8% |
| 6M | +12.7% | +11.1% | +1.5% | +9.3% |
| YTD | +41.3% | +5.5% | +35.8% | +38.6% |
| 1Y | +42.3% | +9.1% | +33.2% | +37.8% |
| 3Y | +65.1% | +36.0% | +29.1% | +46.3% |
| 5Y | +150.2% | -29.8% | +180.0% | +152.2% |
| All | +150.2% | -30.6% | +180.8% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling