+1,628.0%
DIS vs ECL
+14,051.7%
-12,423.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | +5.2% | -0.8% | +6.0% | +5.6% |
| 30D | +11.5% | +8.1% | +3.3% | +7.4% |
| 3M | +11.5% | +6.4% | +5.2% | +8.3% |
| 6M | +8.9% | +14.8% | -5.9% | +1.6% |
| YTD | +3.4% | +15.5% | -12.1% | -3.9% |
| 1Y | +7.2% | +20.1% | -12.9% | -2.4% |
| 3Y | +43.3% | +77.8% | -34.4% | +6.6% |
| 5Y | -31.4% | +37.9% | -69.3% | -43.1% |
| 10Y | +37.1% | +202.7% | -165.6% | -21.5% |
| All | +1,628.0% | +14,051.7% | -12,423.7% | +214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling