+36.3%
DIS vs ES
+87.3%
-51.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +4.4% | +0.9% | +3.6% | +4.1% |
| 30D | +10.3% | +5.9% | +4.4% | +8.3% |
| 3M | +15.5% | -1.0% | +16.6% | +15.8% |
| 6M | +11.2% | +7.2% | +4.0% | +8.6% |
| YTD | +5.6% | +7.0% | -1.4% | +2.9% |
| 1Y | +7.7% | +0.5% | +7.3% | +6.7% |
| 3Y | +39.3% | +48.7% | -9.4% | +19.3% |
| 5Y | -29.5% | +1.9% | -31.5% | -31.9% |
| 10Y | +36.3% | +89.2% | -52.9% | +18.2% |
| All | +36.3% | +87.3% | -51.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling