-31.2%
DIS vs XLP
+43.0%
-74.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | +5.7% | +3.5% | +2.2% | +3.2% |
| 30D | +12.7% | +11.6% | +1.1% | +4.3% |
| 3M | +15.2% | +7.6% | +7.6% | +9.4% |
| 6M | +17.6% | +10.0% | +7.5% | +9.9% |
| YTD | +3.8% | +19.7% | -15.9% | -9.1% |
| 1Y | +6.8% | +23.5% | -16.7% | -8.6% |
| 3Y | +42.1% | +44.0% | -1.9% | +5.9% |
| 5Y | -31.2% | +42.7% | -73.9% | -48.8% |
| All | -31.2% | +43.0% | -74.1% | -48.8% |
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