-41.1%
DIS vs C
+128.9%
-170.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.6% | +3.6% | -6.2% | -4.2% |
| 30D | +3.5% | +0.1% | +3.4% | +3.2% |
| 3M | +6.8% | +2.4% | +4.4% | +4.8% |
| 6M | +3.0% | +24.9% | -21.9% | -9.0% |
| YTD | -6.7% | +19.8% | -26.5% | -16.3% |
| 1Y | -10.1% | +44.9% | -54.9% | -27.2% |
| 3Y | +33.0% | +263.0% | -229.9% | -36.9% |
| All | -41.1% | +128.9% | -170.0% | -65.6% |
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