-22.5%
DIS vs XLB
+28.0%
-50.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | +1.9% | +0.5% | +1.4% | +1.5% |
| 30D | +9.2% | +5.2% | +4.0% | +4.9% |
| 3M | +13.5% | +0.3% | +13.2% | +13.1% |
| 6M | +14.3% | +1.2% | +13.1% | +12.6% |
| YTD | +5.4% | +16.6% | -11.3% | -8.1% |
| 1Y | +12.2% | +21.4% | -9.3% | -5.5% |
| 3Y | +37.2% | +43.2% | -6.0% | -1.8% |
| All | -22.5% | +28.0% | -50.5% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling