+374.0%
DIS vs XLU
+633.0%
-259.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.6% | +0.8% | -3.4% | -3.1% |
| 30D | +3.5% | -1.3% | +4.8% | +4.3% |
| 3M | +6.8% | -1.3% | +8.2% | +7.5% |
| 6M | +3.0% | -7.6% | +10.6% | +7.5% |
| YTD | -6.7% | +2.3% | -9.0% | -8.7% |
| 1Y | -10.1% | +5.8% | -15.9% | -14.0% |
| 3Y | +33.0% | +50.5% | -17.5% | +0.6% |
| 5Y | -40.0% | +44.1% | -84.1% | -53.8% |
| 10Y | +21.1% | +138.2% | -117.2% | -35.2% |
| All | +374.0% | +633.0% | -259.0% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling