+435.5%
DIS vs XLU
+654.8%
-219.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | +1.9% | +2.1% | -0.2% | +0.6% |
| 30D | +9.2% | +5.6% | +3.6% | +5.6% |
| 3M | +13.5% | +0.7% | +12.8% | +12.8% |
| 6M | +14.3% | -0.1% | +14.3% | +13.9% |
| YTD | +5.4% | +5.3% | +0.1% | +1.2% |
| 1Y | +12.2% | +2.2% | +10.0% | +9.6% |
| 3Y | +37.2% | +61.6% | -24.4% | -0.4% |
| 5Y | -23.1% | +53.6% | -76.7% | -43.2% |
| 10Y | +32.2% | +162.3% | -130.1% | -33.3% |
| All | +435.5% | +654.8% | -219.4% | +23.9% |
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