+925.7%
XLV vs DIS
+357.7%
+567.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | +0.2% | -2.6% | +2.8% | +1.0% |
| 30D | +4.4% | +3.5% | +1.0% | +3.2% |
| 3M | +13.2% | +6.8% | +6.4% | +10.6% |
| 6M | +10.1% | +3.0% | +7.1% | +8.6% |
| YTD | +11.7% | -6.7% | +18.4% | +13.3% |
| 1Y | +26.9% | -10.1% | +37.0% | +30.0% |
| 3Y | +35.0% | +33.0% | +1.9% | +18.3% |
| 5Y | +35.9% | -40.0% | +75.8% | +51.3% |
| 10Y | +179.0% | +21.1% | +157.9% | +130.1% |
| All | +925.7% | +357.7% | +567.9% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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