+191.3%
XOM vs DIS
+20.9%
+170.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.5% |
| 7D | 0.0% | -3.5% | +3.6% | +1.4% |
| 30D | +3.4% | +1.0% | +2.5% | +2.9% |
| 3M | +11.0% | +5.7% | +5.3% | +8.1% |
| 6M | +10.6% | +3.3% | +7.4% | +7.7% |
| YTD | +39.2% | -7.7% | +46.9% | +41.5% |
| 1Y | +52.7% | -10.0% | +62.7% | +56.1% |
| 3Y | +56.8% | +31.7% | +25.1% | +31.2% |
| 5Y | +261.8% | -42.2% | +304.0% | +337.8% |
| 10Y | +191.3% | +22.3% | +169.0% | +131.8% |
| All | +191.3% | +20.9% | +170.4% | +131.8% |
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 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