+435.4%
DIS vs XLP
+582.4%
-147.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +1.3% |
| 7D | +9.1% | +5.9% | +3.2% | +3.9% |
| 30D | +14.8% | +13.5% | +1.4% | +3.0% |
| 3M | +21.2% | +8.4% | +12.8% | +13.0% |
| 6M | +18.3% | +11.5% | +6.8% | +7.5% |
| YTD | +5.4% | +20.6% | -15.3% | -10.9% |
| 1Y | +8.3% | +24.3% | -16.1% | -10.8% |
| 3Y | +44.2% | +45.1% | -0.8% | +2.7% |
| 5Y | -28.0% | +44.6% | -72.6% | -48.7% |
| 10Y | +39.6% | +133.1% | -93.4% | -34.7% |
| All | +435.4% | +582.4% | -147.0% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling