+99.1%
XLK vs DIS
+39.6%
+59.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | -11.2% | +10.3% | -21.5% | -13.5% |
| 3M | -6.2% | +15.6% | -21.8% | -10.2% |
| 6M | -1.7% | +15.1% | -16.9% | -6.0% |
| YTD | +21.5% | +6.0% | +15.6% | +19.0% |
| 1Y | +19.6% | +5.7% | +13.9% | +17.1% |
| All | +99.1% | +39.6% | +59.5% | +72.5% |
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 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