-29.5%
DIS vs EME
+398.3%
-427.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +4.4% | -8.8% | +13.2% | +5.8% |
| 30D | +10.3% | -18.2% | +28.5% | +14.0% |
| 3M | +15.5% | -20.2% | +35.7% | +19.5% |
| 6M | +11.2% | -29.9% | +41.1% | +18.0% |
| YTD | +5.6% | +5.7% | -0.1% | -0.1% |
| 1Y | +7.7% | -1.5% | +9.2% | +3.9% |
| 3Y | +39.3% | +208.4% | -169.2% | -19.2% |
| 5Y | -29.5% | +401.9% | -431.4% | -70.0% |
| All | -29.5% | +398.3% | -427.8% | -70.0% |
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