-29.8%
DIS vs CAPR
+160.6%
-190.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +1.9% |
| 7D | +5.3% | +36.0% | -30.7% | +4.9% |
| 30D | +10.2% | +25.8% | -15.6% | +9.9% |
| 3M | +13.5% | +140.8% | -127.3% | +12.1% |
| 6M | +11.1% | -67.6% | +78.7% | +11.4% |
| YTD | +5.5% | -65.9% | +71.4% | +5.6% |
| 1Y | +9.1% | +66.1% | -57.0% | +4.0% |
| 3Y | +36.0% | +256.9% | -220.9% | +13.6% |
| 5Y | -29.8% | +172.1% | -201.9% | -45.0% |
| All | -29.8% | +160.6% | -190.4% | -45.0% |
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 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