+34.2%
DIS vs ALL
+370.9%
-336.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.4% |
| 7D | +5.2% | -1.9% | +7.2% | +6.1% |
| 30D | +11.5% | +13.8% | -2.3% | +5.6% |
| 3M | +11.5% | -7.0% | +18.5% | +14.5% |
| 6M | +8.9% | +18.0% | -9.2% | +0.8% |
| YTD | +3.4% | +24.2% | -20.8% | -6.7% |
| 1Y | +7.2% | +31.2% | -24.0% | -5.7% |
| 3Y | +43.3% | +107.5% | -64.2% | -0.1% |
| 5Y | -31.4% | +144.8% | -176.2% | -57.3% |
| All | +34.2% | +370.9% | -336.7% | -28.3% |
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