+1,458.7%
DIS vs ES
+1,243.3%
+215.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | +3.5% | -2.0% | +5.4% | +4.1% |
| 3M | +6.8% | +1.7% | +5.1% | +6.2% |
| 6M | +3.0% | -3.5% | +6.5% | +3.9% |
| YTD | -6.7% | +7.9% | -14.6% | -9.3% |
| 1Y | -10.1% | +17.2% | -27.2% | -15.4% |
| 3Y | +33.0% | +29.3% | +3.7% | +19.3% |
| 5Y | -40.0% | -5.7% | -34.2% | -40.9% |
| 10Y | +21.1% | +85.2% | -64.2% | -7.0% |
| All | +1,458.7% | +1,243.3% | +215.4% | +560.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling