+39.3%
DIS vs ECL
+79.5%
-40.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +4.4% | +0.4% | +4.0% | +4.2% |
| 30D | +10.3% | +8.6% | +1.7% | +6.7% |
| 3M | +15.5% | +7.9% | +7.6% | +12.0% |
| 6M | +11.2% | +21.0% | -9.8% | +2.8% |
| YTD | +5.6% | +17.5% | -11.9% | -1.3% |
| 1Y | +7.7% | +19.7% | -11.9% | 0.0% |
| 3Y | +39.3% | +77.4% | -38.1% | +11.1% |
| All | +39.3% | +79.5% | -40.2% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling