+19.6%
DIS vs XLC
+137.1%
-117.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.3% |
| 7D | +0.6% | +3.5% | -2.9% | -2.3% |
| 30D | +10.3% | -2.6% | +12.8% | +12.6% |
| 3M | +15.6% | -2.1% | +17.6% | +17.5% |
| 6M | +15.1% | -5.5% | +20.6% | +20.4% |
| YTD | +6.0% | -6.9% | +12.9% | +12.4% |
| 1Y | +5.7% | -3.7% | +9.4% | +8.9% |
| 3Y | +39.8% | +64.2% | -24.4% | -9.4% |
| 5Y | -23.9% | +43.0% | -66.9% | -45.2% |
| All | +19.6% | +137.1% | -117.5% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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