+772.3%
DIS vs ELV
+2,593.2%
-1,820.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | -1.1% | +1.7% | +0.9% |
| 30D | +10.3% | +1.8% | +8.5% | +9.7% |
| 3M | +15.6% | +10.5% | +5.1% | +11.9% |
| 6M | +15.1% | +13.5% | +1.7% | +9.9% |
| YTD | +6.0% | +24.3% | -18.3% | -2.6% |
| 1Y | +5.7% | +38.9% | -33.3% | -6.4% |
| 3Y | +39.8% | -1.5% | +41.3% | +33.2% |
| 5Y | -23.9% | +7.3% | -31.2% | -30.8% |
| 10Y | +32.9% | +268.7% | -235.8% | -26.4% |
| All | +772.3% | +2,593.2% | -1,820.9% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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