+36.3%
DIS vs EMR
+103.3%
-67.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.9% | +2.7% | -1.8% | -0.2% |
| 30D | +8.9% | +2.1% | +6.8% | +7.9% |
| 3M | +14.5% | +2.3% | +12.3% | +13.2% |
| 6M | +12.2% | +22.5% | -10.3% | +2.0% |
| YTD | +4.7% | +27.2% | -22.5% | -7.0% |
| 1Y | +2.8% | +28.0% | -25.2% | -9.1% |
| All | +36.3% | +103.3% | -67.0% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling