+31.0%
DIS vs EAT
+319.3%
-288.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | +0.9% | -7.1% | +7.9% | +2.5% |
| 30D | +8.9% | -2.3% | +11.2% | +9.0% |
| 3M | +14.5% | -19.6% | +34.2% | +19.5% |
| 6M | +12.2% | +46.0% | -33.8% | +1.1% |
| YTD | +4.7% | +37.7% | -33.0% | -5.5% |
| 1Y | +2.8% | +73.8% | -71.0% | -12.6% |
| 3Y | +38.1% | +482.1% | -443.9% | -16.7% |
| 5Y | -23.6% | +362.5% | -386.1% | -53.5% |
| All | +31.0% | +319.3% | -288.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling