-29.8%
DIS vs XLF
+57.9%
-87.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +0.7% |
| 7D | +5.3% | +0.7% | +4.6% | +4.6% |
| 30D | +10.2% | +6.0% | +4.3% | +4.6% |
| 3M | +13.5% | +1.0% | +12.5% | +12.4% |
| 6M | +11.1% | +14.0% | -2.9% | -1.7% |
| YTD | +5.5% | +7.2% | -1.7% | -1.3% |
| 1Y | +9.1% | +11.6% | -2.5% | -1.7% |
| 3Y | +36.0% | +81.2% | -45.2% | -22.6% |
| 5Y | -29.8% | +57.9% | -87.7% | -56.4% |
| All | -29.8% | +57.9% | -87.7% | -56.4% |
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 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