-36.3%
DIS vs COMP
-52.0%
+15.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.7% | -11.1% | -1.9% |
| 7D | +5.2% | +13.4% | -8.2% | +3.3% |
| 30D | +11.5% | +11.1% | +0.4% | +9.5% |
| 3M | +11.5% | -18.8% | +30.4% | +14.2% |
| 6M | +8.9% | +10.5% | -1.6% | +6.1% |
| YTD | +3.4% | -3.4% | +6.8% | +1.5% |
| 1Y | +7.2% | +19.7% | -12.5% | +2.1% |
| 3Y | +43.3% | +381.6% | -338.3% | +5.8% |
| 5Y | -31.4% | -17.6% | -13.8% | -41.6% |
| All | -36.3% | -52.0% | +15.7% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 all: compounded portfolio wealth divided by compounded COMP 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…
all analysis · Full analysis span regression · 6 months rolling