+374.0%
DIS vs XLI
+1,121.5%
-747.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.1% |
| 7D | -2.6% | -1.1% | -1.5% | -1.7% |
| 30D | +3.5% | -5.9% | +9.4% | +9.1% |
| 3M | +6.8% | -0.3% | +7.1% | +6.2% |
| 6M | +3.0% | +0.1% | +2.9% | +1.7% |
| YTD | -6.7% | +13.6% | -20.3% | -17.8% |
| 1Y | -10.1% | +17.2% | -27.3% | -23.0% |
| 3Y | +33.0% | +68.2% | -35.2% | -17.8% |
| 5Y | -40.0% | +80.7% | -120.7% | -65.0% |
| 10Y | +21.1% | +253.3% | -232.2% | -62.0% |
| All | +374.0% | +1,121.5% | -747.6% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling