+31.9%
DIS vs ECL
+197.5%
-165.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.3% |
| 7D | +1.9% | +2.9% | -1.0% | +0.3% |
| 30D | +9.2% | +7.5% | +1.7% | +4.7% |
| 3M | +13.5% | +12.2% | +1.3% | +6.1% |
| 6M | +14.3% | +24.6% | -10.3% | +0.2% |
| YTD | +5.4% | +18.8% | -13.4% | -5.3% |
| 1Y | +12.2% | +19.3% | -7.2% | +0.4% |
| 3Y | +37.2% | +78.2% | -41.0% | -5.7% |
| 5Y | -23.1% | +38.8% | -61.9% | -39.6% |
| All | +31.9% | +197.5% | -165.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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