+374.0%
DIS vs XLB
+822.6%
-448.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -2.6% | -1.4% | -1.2% | -1.6% |
| 30D | +3.5% | -0.4% | +3.9% | +3.7% |
| 3M | +6.8% | +2.0% | +4.9% | +5.1% |
| 6M | +3.0% | +1.8% | +1.2% | +1.2% |
| YTD | -6.7% | +16.6% | -23.3% | -16.6% |
| 1Y | -10.1% | +16.9% | -27.0% | -19.9% |
| 3Y | +33.0% | +32.6% | +0.5% | +8.1% |
| 5Y | -40.0% | +35.6% | -75.6% | -51.8% |
| 10Y | +21.1% | +160.0% | -139.0% | -37.9% |
| All | +374.0% | +822.6% | -448.6% | -1.1% |
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