+1,635.0%
DIS vs B
+714.7%
+920.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +5.7% | +4.3% | +1.4% | +5.5% |
| 30D | +12.7% | -0.9% | +13.6% | +12.7% |
| 3M | +15.2% | -1.4% | +16.5% | +15.2% |
| 6M | +17.6% | +5.0% | +12.5% | +17.0% |
| YTD | +3.8% | -5.8% | +9.7% | +3.7% |
| 1Y | +6.8% | +25.6% | -18.8% | +5.3% |
| 3Y | +42.1% | +161.6% | -119.5% | +34.9% |
| 5Y | -31.2% | +135.2% | -166.4% | -34.6% |
| 10Y | +37.6% | +170.7% | -133.1% | +28.8% |
| All | +1,635.0% | +714.7% | +920.3% | +1,660.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 all: compounded portfolio wealth divided by compounded B 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…
all analysis · Full analysis span regression · 6 months rolling