+36.6%
DIS vs EMR
+319.4%
-282.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | -0.2% |
| 7D | +5.3% | +2.1% | +3.2% | +4.2% |
| 30D | +10.2% | +4.8% | +5.5% | +7.5% |
| 3M | +13.5% | +7.5% | +6.1% | +8.9% |
| 6M | +11.1% | +20.9% | -9.7% | -0.6% |
| YTD | +5.5% | +29.2% | -23.7% | -9.7% |
| 1Y | +9.1% | +33.0% | -23.8% | -8.1% |
| 3Y | +36.0% | +109.8% | -73.8% | -12.8% |
| 5Y | -29.8% | +91.9% | -121.8% | -53.6% |
| 10Y | +36.6% | +301.5% | -264.9% | -34.9% |
| All | +36.6% | +319.4% | -282.8% | -34.9% |
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