-10.0%
DIS vs EEM
+36.6%
-46.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -3.5% | +2.0% | -5.5% | -3.8% |
| 30D | +1.0% | +5.1% | -4.1% | +0.2% |
| 3M | +5.7% | +4.6% | +1.1% | +4.5% |
| 6M | +3.3% | +17.8% | -14.5% | -1.9% |
| YTD | -7.7% | +25.8% | -33.5% | -14.0% |
| 1Y | -10.0% | +36.4% | -46.3% | -17.8% |
| All | -10.0% | +36.6% | -46.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 1y: compounded portfolio wealth divided by compounded EEM 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…
1y analysis · Full analysis span regression · 6 months rolling