-22.5%
DIS vs EQT
+164.3%
-186.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.5% |
| 7D | +1.9% | +6.9% | -5.0% | +0.8% |
| 30D | +9.2% | +0.4% | +8.7% | +9.0% |
| 3M | +13.5% | -2.0% | +15.6% | +13.7% |
| 6M | +14.3% | -5.0% | +19.3% | +14.8% |
| YTD | +5.4% | -0.3% | +5.7% | +4.4% |
| 1Y | +12.2% | -11.3% | +23.5% | +13.5% |
| 3Y | +37.2% | +38.3% | -1.1% | +24.8% |
| All | -22.5% | +164.3% | -186.8% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling