+14.3%
DIS vs EQT
-4.7%
+19.0%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.7% |
| 7D | +1.9% | +6.9% | -5.0% | +2.5% |
| 30D | +9.2% | +0.4% | +8.7% | +9.0% |
| 3M | +13.5% | -2.0% | +15.6% | +13.3% |
| 6M | +14.3% | -5.0% | +19.3% | +13.0% |
| All | +14.3% | -4.7% | +19.0% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling