+22.7%
DIS vs XLU
+141.2%
-118.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -1.3% | -1.2% | -0.1% | -0.7% |
| 30D | +2.2% | -2.5% | +4.8% | +3.5% |
| 3M | +8.1% | -2.7% | +10.9% | +9.5% |
| 6M | +5.2% | -7.5% | +12.7% | +8.9% |
| YTD | -6.3% | +0.9% | -7.2% | -7.3% |
| 1Y | -7.3% | +3.3% | -10.6% | -9.6% |
| 3Y | +33.8% | +47.3% | -13.5% | +7.1% |
| 5Y | -40.7% | +44.4% | -85.1% | -52.3% |
| All | +22.7% | +141.2% | -118.5% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling