+149.9%
XLE vs DIS
-32.6%
+182.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -12.0% | +5.2% | -17.2% | -13.1% |
| 30D | -2.7% | +11.5% | -14.2% | -5.3% |
| 3M | +6.6% | +11.5% | -5.0% | +3.5% |
| 6M | +9.5% | +8.9% | +0.7% | +6.7% |
| YTD | +40.6% | +3.4% | +37.1% | +38.5% |
| 1Y | +43.6% | +7.2% | +36.4% | +39.6% |
| 3Y | +58.1% | +43.3% | +14.8% | +37.6% |
| All | +149.9% | -32.6% | +182.5% | +154.5% |
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