+425.5%
DIS vs XLB
+818.2%
-392.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | +5.2% | -1.5% | +6.7% | +6.3% |
| 30D | +11.5% | +6.1% | +5.4% | +7.0% |
| 3M | +11.5% | 0.0% | +11.5% | +11.4% |
| 6M | +8.9% | 0.0% | +8.9% | +8.4% |
| YTD | +3.4% | +16.0% | -12.6% | -7.3% |
| 1Y | +7.2% | +24.7% | -17.5% | -8.7% |
| 3Y | +43.3% | +40.4% | +3.0% | +11.9% |
| 5Y | -31.4% | +30.7% | -62.1% | -43.5% |
| 10Y | +37.1% | +173.3% | -136.2% | -31.9% |
| All | +425.5% | +818.2% | -392.7% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling