+1,472.6%
XLK vs DIS
+357.7%
+1,114.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.5% |
| 7D | +0.9% | -2.6% | +3.4% | +2.1% |
| 30D | +0.7% | +3.5% | -2.8% | -1.1% |
| 3M | -2.9% | +6.8% | -9.8% | -6.7% |
| 6M | +34.3% | +3.0% | +31.3% | +30.9% |
| YTD | +30.4% | -6.7% | +37.1% | +32.4% |
| 1Y | +43.4% | -10.1% | +53.4% | +47.5% |
| 3Y | +116.8% | +33.0% | +83.8% | +79.9% |
| 5Y | +144.0% | -40.0% | +184.0% | +189.6% |
| 10Y | +778.8% | +21.1% | +757.7% | +603.5% |
| All | +1,472.6% | +357.7% | +1,114.8% | +463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling