+53.4%
XOM vs DIS
+34.5%
+18.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | +5.7% | +0.1% | +5.5% | +5.6% |
| 3M | +6.6% | +7.1% | -0.5% | +5.4% |
| 6M | +7.7% | +4.3% | +3.4% | +6.6% |
| YTD | +36.2% | -6.9% | +43.1% | +38.1% |
| 1Y | +50.5% | -10.3% | +60.8% | +53.6% |
| 3Y | +53.4% | +32.8% | +20.5% | +44.0% |
| All | +53.4% | +34.5% | +18.8% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling