-0.2%
DIS vs EQX
+244.1%
-244.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | -3.5% | +1.7% | -5.3% | -3.7% |
| 30D | +1.0% | +11.1% | -10.1% | -0.1% |
| 3M | +5.7% | +23.1% | -17.4% | +3.3% |
| 6M | +3.3% | -21.8% | +25.1% | +4.8% |
| YTD | -7.7% | -8.1% | +0.4% | -8.1% |
| 1Y | -10.0% | +29.7% | -39.6% | -13.6% |
| 3Y | +31.7% | +179.9% | -148.2% | +13.4% |
| 5Y | -42.2% | +82.5% | -124.7% | -50.4% |
| All | -0.2% | +244.1% | -244.3% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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