+188.5%
XOM vs DIS
+36.4%
+152.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -7.3% | +4.4% | -11.7% | -8.9% |
| 30D | -2.6% | +10.3% | -13.0% | -6.3% |
| 3M | +3.6% | +15.5% | -11.9% | -2.2% |
| 6M | +15.3% | +11.2% | +4.1% | +9.7% |
| YTD | +39.4% | +5.6% | +33.8% | +34.4% |
| 1Y | +43.2% | +7.7% | +35.4% | +36.4% |
| 3Y | +74.9% | +39.3% | +35.7% | +44.6% |
| 5Y | +201.3% | -29.5% | +230.8% | +234.2% |
| 10Y | +188.5% | +36.3% | +152.2% | +141.7% |
| All | +188.5% | +36.4% | +152.1% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling