+989.5%
DIS vs EME
+54,073.4%
-53,083.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.6% |
| 7D | +0.6% | +4.3% | -3.7% | -0.7% |
| 30D | +10.3% | -14.4% | +24.7% | +14.6% |
| 3M | +15.6% | -18.3% | +33.9% | +21.0% |
| 6M | +15.1% | -28.3% | +43.5% | +23.4% |
| YTD | +6.0% | +9.2% | -3.2% | -0.7% |
| 1Y | +5.7% | +4.3% | +1.4% | +0.3% |
| 3Y | +39.8% | +218.6% | -178.8% | -10.0% |
| 5Y | -23.9% | +421.0% | -444.9% | -58.3% |
| 10Y | +32.9% | +928.3% | -895.4% | -42.6% |
| All | +989.5% | +54,073.4% | -53,083.9% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling