+5.7%
DIS vs ESI
+23.9%
-18.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | +0.3% |
| 7D | +0.6% | +1.8% | -1.2% | +0.5% |
| 30D | +10.3% | -6.6% | +16.9% | +10.3% |
| 3M | +15.6% | -9.4% | +24.9% | +15.8% |
| 6M | +15.1% | -24.1% | +39.3% | +16.3% |
| YTD | +6.0% | +37.1% | -31.2% | -5.7% |
| 1Y | +5.7% | +24.5% | -18.9% | -3.5% |
| All | +5.7% | +23.9% | -18.2% | -3.5% |
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