-41.1%
DIS vs DOW
-37.6%
-3.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.9% |
| 7D | -2.6% | -2.4% | -0.2% | -1.9% |
| 30D | +3.5% | +0.4% | +3.1% | +3.2% |
| 3M | +6.8% | -14.4% | +21.2% | +11.0% |
| 6M | +3.0% | -7.0% | +10.0% | +1.6% |
| YTD | -6.7% | +30.2% | -36.9% | -19.1% |
| 1Y | -10.1% | +29.2% | -39.3% | -22.9% |
| 3Y | +33.0% | -36.7% | +69.8% | +53.0% |
| All | -41.1% | -37.6% | -3.5% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling