+7.7%
DIS vs A
+23.5%
-15.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.5% |
| 7D | +5.3% | +4.8% | +0.6% | +4.5% |
| 30D | +10.2% | +5.6% | +4.6% | +9.1% |
| 3M | +13.5% | +23.6% | -10.1% | +9.2% |
| 6M | +11.1% | +56.4% | -45.2% | +0.9% |
| YTD | +5.5% | +33.4% | -27.9% | +1.8% |
| All | +7.7% | +23.5% | -15.9% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling