-10.3%
DIS vs DOW
+27.5%
-37.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.2% |
| 7D | -1.1% | -2.9% | +1.8% | -1.1% |
| 30D | +0.1% | +2.0% | -1.8% | +0.2% |
| 3M | +7.1% | -12.5% | +19.6% | +6.8% |
| 6M | +4.3% | -9.2% | +13.5% | +1.9% |
| YTD | -6.9% | +30.8% | -37.7% | -11.0% |
| 1Y | -10.3% | +29.4% | -39.7% | -14.1% |
| All | -10.3% | +27.5% | -37.8% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling