+1,458.7%
DIS vs EMR
+4,039.8%
-2,581.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -2.6% |
| 7D | -2.6% | -1.5% | -1.1% | -1.9% |
| 30D | +3.5% | -5.6% | +9.1% | +6.1% |
| 3M | +6.8% | +7.9% | -1.1% | +2.0% |
| 6M | +3.0% | +6.0% | -3.0% | -1.3% |
| YTD | -6.7% | +16.4% | -23.2% | -15.0% |
| 1Y | -10.1% | +16.6% | -26.7% | -18.4% |
| 3Y | +33.0% | +62.9% | -29.8% | +0.2% |
| 5Y | -40.0% | +60.1% | -100.1% | -54.9% |
| 10Y | +21.1% | +268.8% | -247.7% | -42.3% |
| All | +1,458.7% | +4,039.8% | -2,581.1% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling