-29.5%
DIS vs ALLE
+53.5%
-83.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | +10.3% | +25.9% | -15.6% | -0.7% |
| 3M | +15.5% | +14.9% | +0.7% | +8.2% |
| 6M | +11.2% | +42.1% | -30.9% | -6.3% |
| YTD | +5.6% | +20.4% | -14.8% | -4.3% |
| 1Y | +7.7% | +14.9% | -7.1% | 0.0% |
| 3Y | +39.3% | +90.1% | -50.8% | -2.2% |
| 5Y | -29.5% | +53.0% | -82.5% | -47.7% |
| All | -29.5% | +53.5% | -83.0% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · 6 months rolling