-31.9%
DIS vs EMR
+80.8%
-112.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +5.2% | -1.6% | +6.8% | +6.0% |
| 30D | +11.5% | +2.0% | +9.5% | +10.3% |
| 3M | +11.5% | +3.8% | +7.7% | +9.1% |
| 6M | +8.9% | +10.5% | -1.7% | +2.5% |
| YTD | +3.4% | +23.7% | -20.3% | -8.7% |
| 1Y | +7.2% | +25.4% | -18.2% | -6.1% |
| 3Y | +43.3% | +86.6% | -43.2% | -1.6% |
| All | -31.9% | +80.8% | -112.7% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling