-41.1%
DIS vs ES
-5.6%
-35.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | +3.5% | -2.0% | +5.4% | +4.0% |
| 3M | +6.8% | +1.7% | +5.1% | +6.3% |
| 6M | +3.0% | -3.5% | +6.5% | +3.8% |
| YTD | -6.7% | +7.9% | -14.6% | -9.0% |
| 1Y | -10.1% | +17.2% | -27.2% | -14.9% |
| 3Y | +33.0% | +29.3% | +3.7% | +20.8% |
| All | -41.1% | -5.6% | -35.4% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling