+32.9%
DIS vs EMR
+281.0%
-248.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.6% | -2.0% | +2.6% | +1.5% |
| 30D | +10.3% | +2.8% | +7.5% | +8.6% |
| 3M | +15.6% | +2.0% | +13.6% | +13.8% |
| 6M | +15.1% | +20.7% | -5.6% | +3.0% |
| YTD | +6.0% | +27.3% | -21.3% | -8.6% |
| 1Y | +5.7% | +31.0% | -25.3% | -10.3% |
| 3Y | +39.8% | +103.6% | -63.8% | -9.1% |
| 5Y | -23.9% | +88.6% | -112.4% | -49.2% |
| 10Y | +32.9% | +280.6% | -247.7% | -36.9% |
| All | +32.9% | +281.0% | -248.1% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling