+31.0%
DIS vs A
+300.7%
-269.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.3% |
| 7D | +0.9% | +0.7% | +0.1% | +0.6% |
| 30D | +8.9% | +0.8% | +8.1% | +8.4% |
| 3M | +14.5% | +16.9% | -2.3% | +7.2% |
| 6M | +12.2% | +53.8% | -41.5% | -7.1% |
| YTD | +4.7% | +28.1% | -23.4% | -6.8% |
| 1Y | +2.8% | +15.0% | -12.2% | -4.3% |
| 3Y | +38.1% | +63.1% | -25.0% | +6.5% |
| 5Y | -23.6% | +11.5% | -35.1% | -31.7% |
| All | +31.0% | +300.7% | -269.6% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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