+340.0%
DIS vs EMB
+126.0%
+214.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | -0.1% | +5.3% | +5.3% |
| 30D | +11.5% | +1.3% | +10.2% | +10.4% |
| 3M | +11.5% | -2.7% | +14.3% | +14.0% |
| 6M | +8.9% | -2.8% | +11.7% | +11.4% |
| YTD | +3.4% | -1.1% | +4.5% | +4.5% |
| 1Y | +7.2% | 0.0% | +7.2% | +7.5% |
| 3Y | +43.3% | +28.8% | +14.5% | +18.7% |
| 5Y | -31.4% | +6.0% | -37.4% | -34.8% |
| 10Y | +37.1% | +29.1% | +7.9% | +17.1% |
| All | +340.0% | +126.0% | +214.0% | +203.5% |
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