-41.3%
DIS vs EME
+549.2%
-590.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -2.1% |
| 7D | -2.6% | +1.9% | -4.5% | -3.0% |
| 30D | +3.5% | -8.3% | +11.8% | +5.1% |
| 3M | +6.8% | -10.7% | +17.6% | +8.6% |
| 6M | +3.0% | +1.9% | +1.1% | +0.8% |
| YTD | -6.7% | +23.5% | -30.2% | -13.8% |
| 1Y | -10.1% | +18.0% | -28.0% | -17.2% |
| 3Y | +33.0% | +236.1% | -203.1% | -22.0% |
| All | -41.3% | +549.2% | -590.5% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling