+8.3%
DIS vs XLB
+29.8%
-21.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.8% |
| 7D | +9.1% | +3.9% | +5.2% | +6.9% |
| 30D | +14.8% | +8.9% | +5.9% | +9.8% |
| 3M | +21.2% | +4.1% | +17.0% | +18.5% |
| 6M | +18.3% | +7.3% | +11.0% | +13.4% |
| YTD | +5.4% | +20.4% | -15.0% | -6.0% |
| 1Y | +8.3% | +29.5% | -21.3% | -10.8% |
| All | +8.3% | +29.8% | -21.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling