+417.5%
DIS vs A
+457.0%
-39.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -2.6% | -1.9% | -0.6% | -2.0% |
| 30D | +3.5% | +6.9% | -3.4% | +1.4% |
| 3M | +6.8% | +9.2% | -2.4% | +3.7% |
| 6M | +3.0% | +25.7% | -22.7% | -4.6% |
| YTD | -6.7% | +11.5% | -18.3% | -10.6% |
| 1Y | -10.1% | +18.4% | -28.4% | -15.6% |
| 3Y | +33.0% | +26.6% | +6.4% | +20.6% |
| 5Y | -40.0% | -12.8% | -27.2% | -40.1% |
| 10Y | +21.1% | +247.2% | -226.1% | -18.7% |
| All | +417.5% | +457.0% | -39.5% | +159.3% |
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