+473.7%
DIS vs A
+546.2%
-72.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +11.5% | +3.4% | +8.1% | +10.3% |
| 3M | +11.5% | +23.8% | -12.3% | +4.5% |
| 6M | +8.9% | +49.0% | -40.1% | -4.0% |
| YTD | +3.4% | +29.4% | -26.0% | -5.3% |
| 1Y | +7.2% | +19.4% | -12.2% | +0.5% |
| 3Y | +43.3% | +66.2% | -22.9% | +20.0% |
| 5Y | -31.4% | +15.8% | -47.2% | -36.9% |
| 10Y | +37.1% | +326.1% | -289.0% | -13.1% |
| All | +473.7% | +546.2% | -72.5% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling