-31.2%
DIS vs C
+106.8%
-138.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.6% | +0.9% |
| 7D | +5.7% | -5.3% | +11.0% | +8.3% |
| 30D | +12.7% | -7.3% | +20.0% | +16.4% |
| 3M | +15.2% | -13.5% | +28.7% | +22.6% |
| 6M | +17.6% | -6.5% | +24.0% | +19.5% |
| YTD | +3.8% | +3.6% | +0.2% | -0.6% |
| 1Y | +6.8% | +18.9% | -12.1% | -5.0% |
| 3Y | +42.1% | +205.0% | -162.8% | -26.8% |
| 5Y | -31.2% | +109.4% | -140.5% | -59.1% |
| All | -31.2% | +106.8% | -138.0% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling