+36.3%
DIS vs ECL
+196.4%
-160.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +4.4% | +0.4% | +4.0% | +4.1% |
| 30D | +10.3% | +8.6% | +1.7% | +5.2% |
| 3M | +15.5% | +7.9% | +7.6% | +10.5% |
| 6M | +11.2% | +21.0% | -9.8% | -0.8% |
| YTD | +5.6% | +17.5% | -11.9% | -4.5% |
| 1Y | +7.7% | +19.7% | -11.9% | -3.7% |
| 3Y | +39.3% | +77.4% | -38.1% | -4.0% |
| 5Y | -29.5% | +38.7% | -68.2% | -44.6% |
| 10Y | +36.3% | +193.5% | -157.3% | -26.2% |
| All | +36.3% | +196.4% | -160.2% | -26.2% |
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