-10.0%
DIS vs XLF
+9.4%
-19.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -3.5% | -1.0% | -2.5% | -2.8% |
| 30D | +1.0% | -1.3% | +2.3% | +2.0% |
| 3M | +5.7% | +9.1% | -3.5% | -1.2% |
| 6M | +3.3% | +14.4% | -11.1% | -6.9% |
| YTD | -7.7% | +5.1% | -12.8% | -11.4% |
| 1Y | -10.0% | +8.6% | -18.6% | -15.9% |
| All | -10.0% | +9.4% | -19.3% | -15.9% |
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