-10.1%
DIS vs EQT
+7.9%
-17.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | -2.6% | +1.1% | -3.7% | -2.6% |
| 30D | +3.5% | +7.7% | -4.2% | +3.4% |
| 3M | +6.8% | +0.2% | +6.6% | +7.1% |
| 6M | +3.0% | -9.5% | +12.5% | +3.5% |
| YTD | -6.7% | +3.8% | -10.6% | -7.9% |
| 1Y | -10.1% | +7.8% | -17.8% | -11.1% |
| All | -10.1% | +7.9% | -17.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 1y: compounded portfolio wealth divided by compounded EQT 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…
1y analysis · Full analysis span regression · 6 months rolling