+3.0%
DIS vs XLC
-4.3%
+7.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.7% |
| 7D | -2.6% | -0.8% | -1.7% | -1.9% |
| 30D | +3.5% | +1.0% | +2.4% | +2.6% |
| 3M | +6.8% | -0.7% | +7.5% | +8.1% |
| 6M | +3.0% | -5.1% | +8.1% | +8.7% |
| All | +3.0% | -4.3% | +7.3% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling