+5.7%
DIS vs A
+21.4%
-15.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +10.3% | +3.3% | +7.0% | +9.6% |
| 3M | +15.6% | +18.5% | -3.0% | +12.0% |
| 6M | +15.1% | +59.3% | -44.2% | +3.5% |
| YTD | +6.0% | +31.0% | -25.0% | +2.5% |
| 1Y | +5.7% | +19.3% | -13.6% | +5.9% |
| All | +5.7% | +21.4% | -15.7% | +5.9% |
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