-41.1%
DIS vs EOG
+173.1%
-214.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.6% | +1.3% | -3.9% | -2.9% |
| 30D | +3.5% | +8.2% | -4.7% | +1.6% |
| 3M | +6.8% | +3.8% | +3.0% | +5.4% |
| 6M | +3.0% | +15.3% | -12.3% | -1.8% |
| YTD | -6.7% | +41.7% | -48.4% | -15.9% |
| 1Y | -10.1% | +23.6% | -33.6% | -16.1% |
| 3Y | +33.0% | +23.3% | +9.8% | +22.5% |
| All | -41.1% | +173.1% | -214.2% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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