+5.0%
XLE vs DIS
+16.3%
-11.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.5% |
| 7D | -10.3% | +5.7% | -16.0% | -8.4% |
| 30D | -3.3% | +12.7% | -16.0% | +0.7% |
| 3M | +8.2% | +15.2% | -7.0% | +13.9% |
| 6M | +5.0% | +17.6% | -12.5% | +11.9% |
| All | +5.0% | +16.3% | -11.3% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling