+36.6%
DIS vs ALL
+367.3%
-330.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +5.3% | -3.9% | +9.2% | +7.0% |
| 30D | +10.2% | +10.6% | -0.4% | +5.7% |
| 3M | +13.5% | -4.6% | +18.1% | +15.4% |
| 6M | +11.1% | +20.2% | -9.1% | +2.1% |
| YTD | +5.5% | +23.7% | -18.2% | -4.7% |
| 1Y | +9.1% | +27.9% | -18.8% | -3.0% |
| 3Y | +36.0% | +109.2% | -73.2% | -5.6% |
| 5Y | -29.8% | +148.0% | -177.8% | -56.6% |
| 10Y | +36.6% | +363.8% | -327.2% | -27.3% |
| All | +36.6% | +367.3% | -330.7% | -27.3% |
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