+1,360.8%
XLK vs DIS
+413.9%
+947.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.2% |
| 7D | +7.0% | +0.9% | +6.2% | +6.6% |
| 30D | -11.5% | +8.9% | -20.4% | -15.0% |
| 3M | -7.9% | +14.5% | -22.4% | -14.0% |
| 6M | -0.6% | +12.2% | -12.8% | -6.9% |
| YTD | +21.1% | +4.7% | +16.4% | +16.2% |
| 1Y | +18.8% | +2.8% | +16.0% | +14.7% |
| 3Y | +97.3% | +38.1% | +59.1% | +61.2% |
| 5Y | +115.5% | -23.6% | +139.1% | +128.6% |
| 10Y | +723.7% | +31.4% | +692.4% | +533.6% |
| All | +1,360.8% | +413.9% | +947.0% | +394.9% |
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