+15.2%
DIS vs EMB
-3.0%
+18.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.7% |
| 7D | +5.7% | -0.3% | +6.0% | +6.0% |
| 30D | +12.7% | +1.1% | +11.6% | +11.2% |
| 3M | +15.2% | -2.9% | +18.1% | +18.9% |
| All | +15.2% | -3.0% | +18.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3mo: compounded portfolio wealth divided by compounded EMB 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…
3mo analysis · Full analysis span regression · Available span rolling