-31.9%
DIS vs XLP
+40.8%
-72.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.5% |
| 7D | +5.2% | +0.7% | +4.5% | +4.7% |
| 30D | +11.5% | +10.3% | +1.2% | +4.0% |
| 3M | +11.5% | +6.5% | +5.0% | +6.6% |
| 6M | +8.9% | +8.4% | +0.5% | +2.8% |
| YTD | +3.4% | +18.2% | -14.8% | -8.7% |
| 1Y | +7.2% | +22.4% | -15.2% | -7.8% |
| 3Y | +43.3% | +41.9% | +1.4% | +7.8% |
| All | -31.9% | +40.8% | -72.7% | -49.5% |
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