+43.9%
DIS vs CAPR
+200.7%
-156.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.4% |
| 7D | +5.7% | +29.7% | -24.0% | +5.5% |
| 30D | +12.7% | +11.0% | +1.7% | +12.6% |
| 3M | +15.2% | +118.8% | -103.6% | +14.4% |
| 6M | +17.6% | -73.9% | +91.5% | +17.9% |
| YTD | +3.8% | -70.2% | +74.0% | +4.0% |
| 1Y | +6.8% | +38.3% | -31.5% | +4.0% |
| All | +43.9% | +200.7% | -156.8% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling