+21.9%
DIS vs CAPR
-75.6%
+97.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | -2.6% | -2.0% | -0.6% | -2.6% |
| 30D | +3.5% | +139.2% | -135.7% | +1.8% |
| 3M | +6.8% | -66.4% | +73.2% | +7.4% |
| 6M | +3.0% | -63.1% | +66.1% | +3.3% |
| YTD | -6.7% | -67.4% | +60.7% | -6.3% |
| 1Y | -10.1% | +58.2% | -68.3% | -15.3% |
| 3Y | +33.0% | +42.2% | -9.2% | +21.8% |
| 5Y | -40.0% | +87.3% | -127.2% | -46.1% |
| All | +21.9% | -75.6% | +97.5% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling