+1,628.0%
DIS vs EMR
+4,298.0%
-2,669.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 6M | +8.9% | +10.5% | -1.7% | +2.2% |
| YTD | +3.4% | +23.7% | -20.3% | -8.8% |
| 1Y | +7.2% | +25.4% | -18.2% | -6.1% |
| 3Y | +43.3% | +86.6% | -43.2% | +0.7% |
| 5Y | -31.4% | +83.0% | -114.5% | -51.8% |
| 10Y | +37.1% | +319.5% | -282.4% | -38.7% |
| All | +1,628.0% | +4,298.0% | -2,669.9% | +145.4% |
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