+2.8%
DIS vs XLP
+20.7%
-17.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +8.9% | +8.2% | +0.7% | +4.1% |
| 3M | +14.5% | +7.7% | +6.8% | +9.8% |
| 6M | +12.2% | +9.3% | +2.9% | +6.9% |
| YTD | +4.7% | +19.5% | -14.8% | -4.1% |
| 1Y | +2.8% | +21.0% | -18.2% | -7.4% |
| All | +2.8% | +20.7% | -17.9% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling