+715.6%
DIS vs EL
+1,750.9%
-1,035.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -0.2% |
| 7D | +5.7% | -1.1% | +6.8% | +6.0% |
| 30D | +12.7% | +15.3% | -2.6% | +7.5% |
| 3M | +15.2% | +24.2% | -9.0% | +6.7% |
| 6M | +17.6% | +30.9% | -13.3% | +6.5% |
| YTD | +3.8% | +3.9% | 0.0% | -0.6% |
| 1Y | +6.8% | +19.9% | -13.1% | -2.7% |
| 3Y | +42.1% | +2.5% | +39.6% | +26.9% |
| 5Y | -31.2% | -66.7% | +35.6% | -12.5% |
| 10Y | +37.6% | +54.9% | -17.3% | +2.9% |
| All | +715.6% | +1,750.9% | -1,035.2% | +178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling