+34.2%
DIS vs ECL
+199.1%
-165.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.6% |
| 7D | +5.2% | -0.8% | +6.0% | +5.7% |
| 30D | +11.5% | +8.1% | +3.3% | +6.5% |
| 3M | +11.5% | +6.4% | +5.2% | +7.6% |
| 6M | +8.9% | +14.8% | -5.9% | +0.1% |
| YTD | +3.4% | +15.5% | -12.1% | -5.5% |
| 1Y | +7.2% | +20.1% | -12.9% | -4.5% |
| 3Y | +43.3% | +77.8% | -34.4% | -1.5% |
| 5Y | -31.4% | +37.9% | -69.3% | -45.9% |
| All | +34.2% | +199.1% | -165.0% | -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