+21.2%
DIS vs ALL
+355.7%
-334.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +0.7% |
| 7D | -1.1% | -1.7% | +0.6% | -0.4% |
| 30D | +0.1% | -4.7% | +4.8% | +2.0% |
| 3M | +7.1% | +18.4% | -11.3% | -0.5% |
| 6M | +4.3% | +20.5% | -16.2% | -4.2% |
| YTD | -6.9% | +23.5% | -30.5% | -15.7% |
| 1Y | -10.3% | +29.0% | -39.3% | -20.5% |
| 3Y | +32.8% | +153.7% | -120.9% | -15.8% |
| 5Y | -41.5% | +114.8% | -156.3% | -60.9% |
| 10Y | +21.2% | +356.1% | -335.0% | -39.4% |
| All | +21.2% | +355.7% | -334.5% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling