+19.1%
DIS vs XLC
+134.3%
-115.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.4% | -0.1% |
| 7D | +5.3% | +7.1% | -1.8% | -0.7% |
| 30D | +10.2% | -2.7% | +13.0% | +12.7% |
| 3M | +13.5% | -3.2% | +16.7% | +16.5% |
| 6M | +11.1% | -7.7% | +18.8% | +18.6% |
| YTD | +5.5% | -8.0% | +13.5% | +13.0% |
| 1Y | +9.1% | -3.1% | +12.2% | +11.8% |
| 3Y | +36.0% | +64.9% | -28.9% | -12.3% |
| 5Y | -29.8% | +39.5% | -69.4% | -48.4% |
| All | +19.1% | +134.3% | -115.3% | -48.5% |
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