+34.8%
DIS vs XLF
+78.2%
-43.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.1% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +3.5% | +0.2% | +3.3% | +3.3% |
| 3M | +6.8% | +11.7% | -4.9% | -2.8% |
| 6M | +3.0% | +13.8% | -10.8% | -7.8% |
| YTD | -6.7% | +7.0% | -13.7% | -12.1% |
| 1Y | -10.1% | +9.1% | -19.2% | -16.7% |
| All | +34.8% | +78.2% | -43.4% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling