+22.3%
DIS vs XLF
+247.0%
-224.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -3.5% | -1.0% | -2.5% | -2.7% |
| 30D | +1.0% | -1.3% | +2.3% | +2.0% |
| 3M | +5.7% | +9.1% | -3.5% | -1.5% |
| 6M | +3.3% | +14.4% | -11.1% | -7.2% |
| YTD | -7.7% | +5.1% | -12.8% | -11.5% |
| 1Y | -10.0% | +8.6% | -18.6% | -15.8% |
| 3Y | +31.7% | +74.4% | -42.7% | -15.0% |
| 5Y | -42.2% | +64.4% | -106.6% | -60.9% |
| 10Y | +22.3% | +251.6% | -229.2% | -47.4% |
| All | +22.3% | +247.0% | -224.6% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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