+36.6%
DIS vs XLP
+130.4%
-93.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.3% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +10.2% | +8.9% | +1.3% | +2.7% |
| 3M | +13.5% | +7.5% | +6.1% | +7.0% |
| 6M | +11.1% | +9.4% | +1.7% | +3.1% |
| YTD | +5.5% | +19.3% | -13.8% | -9.3% |
| 1Y | +9.1% | +21.7% | -12.6% | -7.8% |
| 3Y | +36.0% | +44.0% | -8.0% | -1.9% |
| 5Y | -29.8% | +42.8% | -72.6% | -49.2% |
| 10Y | +36.6% | +128.8% | -92.2% | -28.1% |
| All | +36.6% | +130.4% | -93.8% | -28.1% |
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