+118.9%
XLK vs DIS
-24.2%
+143.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -11.2% | +10.3% | -21.5% | -14.7% |
| 3M | -6.2% | +15.6% | -21.8% | -11.9% |
| 6M | -1.7% | +15.1% | -16.9% | -8.0% |
| YTD | +21.5% | +6.0% | +15.6% | +17.2% |
| 1Y | +19.6% | +5.7% | +13.9% | +15.2% |
| 3Y | +97.9% | +39.8% | +58.1% | +59.7% |
| 5Y | +118.9% | -23.9% | +142.8% | +141.8% |
| All | +118.9% | -24.2% | +143.1% | +141.8% |
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