-10.1%
DIS vs XLU
+4.9%
-15.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.6% | +0.8% | -3.4% | -2.7% |
| 30D | +3.5% | -1.3% | +4.8% | +3.7% |
| 3M | +6.8% | -1.3% | +8.2% | +7.1% |
| 6M | +3.0% | -7.6% | +10.6% | +4.4% |
| YTD | -6.7% | +2.3% | -9.0% | -8.1% |
| 1Y | -10.1% | +5.8% | -15.9% | -9.8% |
| All | -10.1% | +4.9% | -15.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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