+31.0%
DIS vs CAPR
-63.2%
+94.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.7% | +7.5% | -1.1% |
| 7D | +0.9% | +19.1% | -18.2% | +0.5% |
| 30D | +8.9% | +48.8% | -39.9% | +8.1% |
| 3M | +14.5% | +144.4% | -129.8% | +12.4% |
| 6M | +12.2% | -67.5% | +79.7% | +12.7% |
| YTD | +4.7% | -64.5% | +69.2% | +4.8% |
| 1Y | +2.8% | +74.4% | -71.6% | -3.3% |
| 3Y | +38.1% | +265.7% | -227.6% | +23.9% |
| 5Y | -23.6% | +196.0% | -219.6% | -32.1% |
| All | +31.0% | -63.2% | +94.2% | +7.7% |
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