+296.9%
DIS vs EMB
+132.1%
+164.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +3.5% | -0.3% | +3.8% | +3.7% |
| 3M | +6.8% | -0.4% | +7.2% | +7.2% |
| 6M | +3.0% | +0.1% | +2.9% | +3.0% |
| YTD | -6.7% | +1.6% | -8.3% | -7.7% |
| 1Y | -10.1% | +5.6% | -15.7% | -13.6% |
| 3Y | +33.0% | +29.8% | +3.2% | +9.4% |
| 5Y | -40.0% | +7.3% | -47.3% | -43.6% |
| 10Y | +21.1% | +30.4% | -9.4% | +2.0% |
| All | +296.9% | +132.1% | +164.7% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling