+788.5%
XLK vs DIS
+25.8%
+762.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +0.2% | +1.2% | -1.0% | -0.3% |
| 30D | -0.6% | +3.2% | -3.9% | -2.2% |
| 3M | +2.6% | +7.0% | -4.4% | -1.2% |
| 6M | +34.0% | +6.4% | +27.5% | +29.0% |
| YTD | +30.7% | -5.6% | +36.3% | +32.1% |
| 1Y | +39.2% | -7.7% | +46.9% | +41.6% |
| 3Y | +120.4% | +33.2% | +87.2% | +82.8% |
| 5Y | +148.8% | -40.3% | +189.1% | +194.3% |
| All | +788.5% | +25.8% | +762.7% | +601.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling