+32.9%
DIS vs XLB
+165.5%
-132.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.1% |
| 7D | +0.6% | -1.6% | +2.2% | +1.9% |
| 30D | +10.3% | +7.2% | +3.0% | +4.4% |
| 3M | +15.6% | 0.0% | +15.5% | +15.4% |
| 6M | +15.1% | +2.3% | +12.8% | +12.5% |
| YTD | +6.0% | +18.4% | -12.4% | -8.3% |
| 1Y | +5.7% | +23.3% | -17.6% | -11.5% |
| 3Y | +39.8% | +45.2% | -5.4% | +1.5% |
| 5Y | -23.9% | +31.0% | -54.8% | -40.1% |
| 10Y | +32.9% | +168.8% | -135.8% | -38.9% |
| All | +32.9% | +165.5% | -132.5% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling