+21.2%
DIS vs EMR
+268.7%
-247.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.1% | +3.1% | -4.2% | -2.6% |
| 30D | +0.1% | -3.5% | +3.7% | +1.8% |
| 3M | +7.1% | +9.8% | -2.7% | +1.1% |
| 6M | +4.3% | +10.8% | -6.5% | -2.6% |
| YTD | -6.9% | +15.9% | -22.9% | -15.5% |
| 1Y | -10.3% | +16.4% | -26.7% | -19.1% |
| 3Y | +32.8% | +62.1% | -29.3% | -2.1% |
| 5Y | -41.5% | +62.9% | -104.4% | -57.7% |
| 10Y | +21.2% | +267.8% | -246.6% | -40.9% |
| All | +21.2% | +268.7% | -247.5% | -40.9% |
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