+7.7%
DIS vs XLF
+11.9%
-4.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.3% |
| 7D | +4.4% | +1.9% | +2.5% | +2.9% |
| 30D | +10.3% | +6.5% | +3.8% | +5.1% |
| 3M | +15.5% | +1.2% | +14.3% | +14.4% |
| 6M | +11.2% | +14.6% | -3.4% | -0.2% |
| YTD | +5.6% | +7.7% | -2.1% | -0.6% |
| 1Y | +7.7% | +11.8% | -4.0% | -3.0% |
| All | +7.7% | +11.9% | -4.1% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling