+7.7%
DIS vs ALL
+32.6%
-24.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.4% |
| 7D | +4.4% | -0.1% | +4.6% | +4.4% |
| 30D | +10.3% | +13.8% | -3.5% | +8.2% |
| 3M | +15.5% | -2.8% | +18.3% | +15.7% |
| 6M | +11.2% | +23.7% | -12.5% | +9.2% |
| YTD | +5.6% | +27.3% | -21.7% | +2.9% |
| 1Y | +7.7% | +30.5% | -22.8% | +4.4% |
| All | +7.7% | +32.6% | -24.9% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling