-41.1%
DIS vs ED
+67.1%
-108.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +3.5% | -0.1% | +3.6% | +3.5% |
| 3M | +6.8% | +3.9% | +2.9% | +6.3% |
| 6M | +3.0% | -3.0% | +6.0% | +3.4% |
| YTD | -6.7% | +10.7% | -17.4% | -8.3% |
| 1Y | -10.1% | +13.3% | -23.4% | -12.0% |
| 3Y | +33.0% | +34.5% | -1.5% | +22.7% |
| All | -41.1% | +67.1% | -108.2% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling