+8.3%
DIS vs CAPR
+47.4%
-39.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.1% | +4.1% |
| 7D | +9.1% | +43.2% | -34.1% | +8.9% |
| 30D | +14.8% | +14.7% | +0.2% | +14.7% |
| 3M | +21.2% | +113.9% | -92.8% | +20.7% |
| 6M | +18.3% | -73.4% | +91.7% | +18.4% |
| YTD | +5.4% | -69.1% | +74.4% | +5.3% |
| 1Y | +8.3% | +47.2% | -38.9% | +6.5% |
| All | +8.3% | +47.4% | -39.2% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling