-22.5%
DIS vs CAPR
+172.3%
-194.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.6% | +0.7% |
| 7D | +1.9% | +5.9% | -4.0% | +1.8% |
| 30D | +9.2% | +44.6% | -35.5% | +8.6% |
| 3M | +13.5% | +126.4% | -112.8% | +12.1% |
| 6M | +14.3% | -68.6% | +82.9% | +14.6% |
| YTD | +5.4% | -67.0% | +72.4% | +5.5% |
| 1Y | +12.2% | +65.2% | -53.0% | +6.8% |
| 3Y | +37.2% | +235.6% | -198.4% | +15.0% |
| All | -22.5% | +172.3% | -194.8% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling