-41.1%
DIS vs XLP
+32.7%
-73.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.2% |
| 7D | -2.6% | -1.0% | -1.6% | -1.9% |
| 30D | +3.5% | -0.9% | +4.4% | +4.2% |
| 3M | +6.8% | +3.8% | +3.0% | +4.1% |
| 6M | +3.0% | -1.7% | +4.7% | +4.2% |
| YTD | -6.7% | +10.3% | -17.0% | -13.5% |
| 1Y | -10.1% | +7.8% | -17.9% | -15.2% |
| 3Y | +33.0% | +27.2% | +5.8% | +8.6% |
| All | -41.1% | +32.7% | -73.8% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling