+8.3%
DIS vs ESI
+27.8%
-19.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.8% | +4.2% |
| 7D | +9.1% | -6.6% | +15.7% | +9.2% |
| 30D | +14.8% | -10.9% | +25.7% | +15.0% |
| 3M | +21.2% | -13.8% | +35.0% | +21.7% |
| 6M | +18.3% | -21.5% | +39.9% | +18.6% |
| YTD | +5.4% | +34.7% | -29.3% | -5.9% |
| 1Y | +8.3% | +24.9% | -16.6% | -1.6% |
| All | +8.3% | +27.8% | -19.6% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling