+32.9%
DIS vs C
+218.7%
-185.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.4% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +10.3% | -5.3% | +15.6% | +12.9% |
| 3M | +15.6% | -8.0% | +23.6% | +19.7% |
| 6M | +15.1% | -0.3% | +15.4% | +13.8% |
| YTD | +6.0% | +8.6% | -2.7% | -0.4% |
| 1Y | +5.7% | +25.8% | -20.1% | -7.7% |
| 3Y | +39.8% | +221.2% | -181.4% | -24.9% |
| 5Y | -23.9% | +113.6% | -137.4% | -50.9% |
| 10Y | +32.9% | +218.3% | -185.4% | -29.9% |
| All | +32.9% | +218.7% | -185.8% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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