-22.5%
DIS vs XLC
+40.7%
-63.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | -0.3% |
| 7D | +1.9% | +3.7% | -1.8% | -1.2% |
| 30D | +9.2% | -1.9% | +11.1% | +10.9% |
| 3M | +13.5% | -3.1% | +16.6% | +16.5% |
| 6M | +14.3% | -6.4% | +20.6% | +20.5% |
| YTD | +5.4% | -6.8% | +12.2% | +11.7% |
| 1Y | +12.2% | -1.7% | +13.8% | +13.5% |
| 3Y | +37.2% | +64.7% | -27.5% | -10.9% |
| All | -22.5% | +40.7% | -63.2% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling