-22.5%
DIS vs XLU
+52.9%
-75.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +1.9% | +2.1% | -0.2% | +1.0% |
| 30D | +9.2% | +5.6% | +3.6% | +6.6% |
| 3M | +13.5% | +0.7% | +12.8% | +13.1% |
| 6M | +14.3% | -0.1% | +14.3% | +14.1% |
| YTD | +5.4% | +5.3% | +0.1% | +2.2% |
| 1Y | +12.2% | +2.2% | +10.0% | +10.3% |
| 3Y | +37.2% | +61.6% | -24.4% | +6.7% |
| All | -22.5% | +52.9% | -75.5% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling