+43.9%
DIS vs ALL
+115.1%
-71.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | +5.7% | +4.2% | +1.5% | +4.7% |
| 30D | +12.7% | +18.9% | -6.2% | +8.1% |
| 3M | +15.2% | +1.2% | +14.0% | +14.7% |
| 6M | +17.6% | +23.2% | -5.7% | +11.6% |
| YTD | +3.8% | +30.0% | -26.2% | -3.1% |
| 1Y | +6.8% | +39.6% | -32.8% | -2.4% |
| All | +43.9% | +115.1% | -71.2% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling