+146.6%
XLK vs DIS
-42.0%
+188.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +2.3% | -3.5% | +5.8% | +3.8% |
| 30D | +0.8% | +1.0% | -0.1% | +0.2% |
| 3M | +4.1% | +5.7% | -1.6% | +1.0% |
| 6M | +34.8% | +3.3% | +31.5% | +31.6% |
| YTD | +30.8% | -7.7% | +38.5% | +33.6% |
| 1Y | +42.4% | -10.0% | +52.3% | +46.4% |
| 3Y | +121.8% | +31.7% | +90.1% | +82.1% |
| 5Y | +146.6% | -42.2% | +188.8% | +187.2% |
| All | +146.6% | -42.0% | +188.6% | +187.2% |
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