+7.2%
DIS vs XLC
-6.4%
+13.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.8% |
| 7D | +5.2% | +4.9% | +0.3% | +1.2% |
| 30D | +11.5% | -5.8% | +17.3% | +17.0% |
| 3M | +11.5% | -5.4% | +17.0% | +16.7% |
| 6M | +8.9% | -10.2% | +19.0% | +20.4% |
| YTD | +3.4% | -10.2% | +13.6% | +14.8% |
| 1Y | +7.2% | -5.6% | +12.8% | +11.1% |
| All | +7.2% | -6.4% | +13.6% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling