+16.7%
DIS vs XLC
+128.7%
-112.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.8% |
| 7D | +5.2% | +4.9% | +0.3% | +1.0% |
| 30D | +11.5% | -5.8% | +17.3% | +17.2% |
| 3M | +11.5% | -5.4% | +17.0% | +16.8% |
| 6M | +8.9% | -10.2% | +19.0% | +19.0% |
| YTD | +3.4% | -10.2% | +13.6% | +13.1% |
| 1Y | +7.2% | -5.6% | +12.8% | +12.4% |
| 3Y | +43.3% | +61.0% | -17.7% | -5.7% |
| 5Y | -31.4% | +35.2% | -66.7% | -48.2% |
| All | +16.7% | +128.7% | -112.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling