-41.5%
DIS vs XLF
+65.5%
-107.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +1.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.3% |
| 30D | +0.1% | -0.5% | +0.7% | +0.6% |
| 3M | +7.1% | +10.6% | -3.6% | -2.5% |
| 6M | +4.3% | +14.3% | -10.0% | -7.8% |
| YTD | -6.9% | +5.5% | -12.5% | -11.7% |
| 1Y | -10.3% | +9.6% | -19.9% | -17.8% |
| 3Y | +32.8% | +75.2% | -42.3% | -21.8% |
| 5Y | -41.5% | +65.5% | -107.0% | -65.3% |
| All | -41.5% | +65.5% | -107.0% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling