-42.2%
DIS vs XLI
+80.3%
-122.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.5% |
| 7D | -3.5% | -0.6% | -2.9% | -3.1% |
| 30D | +1.0% | -6.9% | +7.9% | +7.5% |
| 3M | +5.7% | -1.9% | +7.6% | +6.4% |
| 6M | +3.3% | +1.0% | +2.2% | +0.8% |
| YTD | -7.7% | +11.3% | -19.1% | -18.4% |
| 1Y | -10.0% | +15.8% | -25.8% | -23.5% |
| 3Y | +31.7% | +69.8% | -38.1% | -25.7% |
| 5Y | -42.2% | +80.9% | -123.1% | -70.0% |
| All | -42.2% | +80.3% | -122.5% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 10y: compounded portfolio wealth divided by compounded XLI 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…
10y analysis · Full analysis span regression · 6 months rolling