+436.1%
DIS vs XLF
+420.0%
+16.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +1.2% |
| 7D | +5.3% | +0.7% | +4.6% | +4.9% |
| 30D | +10.2% | +6.0% | +4.3% | +6.5% |
| 3M | +13.5% | +1.0% | +12.5% | +12.8% |
| 6M | +11.1% | +14.0% | -2.9% | +2.6% |
| YTD | +5.5% | +7.2% | -1.7% | +1.1% |
| 1Y | +9.1% | +11.6% | -2.5% | +2.1% |
| 3Y | +36.0% | +81.2% | -45.2% | -4.5% |
| 5Y | -29.8% | +57.9% | -87.7% | -46.2% |
| 10Y | +36.6% | +234.4% | -197.8% | -32.5% |
| All | +436.1% | +420.0% | +16.1% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling