+32.9%
DIS vs ALL
+371.2%
-338.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.6% | -2.6% | +3.1% | +1.6% |
| 30D | +10.3% | +12.7% | -2.4% | +4.9% |
| 3M | +15.6% | +0.4% | +15.2% | +15.0% |
| 6M | +15.1% | +23.8% | -8.7% | +4.6% |
| YTD | +6.0% | +27.8% | -21.8% | -5.5% |
| 1Y | +5.7% | +28.9% | -23.2% | -6.3% |
| 3Y | +39.8% | +113.9% | -74.1% | -3.8% |
| 5Y | -23.9% | +157.4% | -181.2% | -53.7% |
| 10Y | +32.9% | +369.0% | -336.0% | -30.3% |
| All | +32.9% | +371.2% | -338.2% | -30.3% |
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