-31.9%
DIS vs EAT
+361.6%
-393.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | +5.2% | -2.6% | +7.9% | +5.8% |
| 30D | +11.5% | +11.5% | 0.0% | +8.4% |
| 3M | +11.5% | -9.1% | +20.6% | +13.0% |
| 6M | +8.9% | +40.4% | -31.5% | -0.8% |
| YTD | +3.4% | +43.9% | -40.5% | -7.4% |
| 1Y | +7.2% | +101.9% | -94.7% | -12.3% |
| 3Y | +43.3% | +489.9% | -446.5% | -17.8% |
| All | -31.9% | +361.6% | -393.5% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling