+8.3%
DIS vs EMR
+25.6%
-17.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.7% | +3.5% |
| 7D | +9.1% | +1.6% | +7.5% | +8.6% |
| 30D | +14.8% | +5.0% | +9.8% | +13.1% |
| 3M | +21.2% | +7.7% | +13.5% | +18.3% |
| 6M | +18.3% | +26.8% | -8.4% | +7.8% |
| YTD | +5.4% | +29.9% | -24.5% | -4.8% |
| 1Y | +8.3% | +25.7% | -17.4% | -0.8% |
| All | +8.3% | +25.6% | -17.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling