+31.9%
DIS vs XLP
+139.1%
-107.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.5% |
| 7D | +1.9% | +2.5% | -0.6% | -0.1% |
| 30D | +9.2% | +7.3% | +1.8% | +3.0% |
| 3M | +13.5% | +8.1% | +5.4% | +6.5% |
| 6M | +14.3% | +10.5% | +3.8% | +5.2% |
| YTD | +5.4% | +21.2% | -15.8% | -10.6% |
| 1Y | +12.2% | +22.7% | -10.6% | -5.9% |
| 3Y | +37.2% | +44.8% | -7.6% | -1.6% |
| 5Y | -23.1% | +44.7% | -67.9% | -45.1% |
| All | +31.9% | +139.1% | -107.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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