+632.8%
DIS vs EL
+1,685.7%
-1,053.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.7% |
| 7D | -2.6% | +0.8% | -3.4% | -2.9% |
| 30D | +3.5% | +19.8% | -16.4% | -2.8% |
| 3M | +6.8% | +25.7% | -18.9% | -1.3% |
| 6M | +3.0% | +5.4% | -2.5% | -0.4% |
| YTD | -6.7% | +0.2% | -6.9% | -9.4% |
| 1Y | -10.1% | +20.4% | -30.5% | -18.4% |
| 3Y | +33.0% | -32.1% | +65.2% | +35.7% |
| 5Y | -40.0% | -67.2% | +27.2% | -23.3% |
| 10Y | +21.1% | +31.7% | -10.7% | -4.5% |
| All | +632.8% | +1,685.7% | -1,053.0% | +154.1% |
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