+22.0%
DIS vs EL
+32.5%
-10.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.6% |
| 7D | -2.6% | +0.8% | -3.4% | -2.8% |
| 30D | +3.5% | +19.8% | -16.4% | -2.6% |
| 3M | +6.8% | +25.7% | -18.9% | -1.2% |
| 6M | +3.0% | +5.4% | -2.5% | -0.3% |
| YTD | -6.7% | +0.2% | -6.9% | -9.3% |
| 1Y | -10.1% | +20.4% | -30.5% | -18.4% |
| 3Y | +33.0% | -32.1% | +65.2% | +37.9% |
| 5Y | -40.0% | -67.2% | +27.2% | -17.2% |
| All | +22.0% | +32.5% | -10.5% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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