+39.3%
DIS vs A
+68.9%
-29.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.4% |
| 7D | +4.4% | +1.4% | +3.0% | +4.0% |
| 30D | +10.3% | +4.3% | +6.0% | +8.9% |
| 3M | +15.5% | +19.8% | -4.2% | +9.6% |
| 6M | +11.2% | +54.4% | -43.2% | -3.0% |
| YTD | +5.6% | +31.7% | -26.1% | -3.1% |
| 1Y | +7.7% | +22.4% | -14.7% | +1.3% |
| 3Y | +39.3% | +67.7% | -28.4% | +16.4% |
| All | +39.3% | +68.9% | -29.6% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling