-22.5%
DIS vs ESI
+36.5%
-59.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +1.9% | +5.5% | -3.6% | +0.3% |
| 30D | +9.2% | -7.8% | +16.9% | +11.1% |
| 3M | +13.5% | -15.0% | +28.5% | +17.8% |
| 6M | +14.3% | -24.9% | +39.2% | +21.5% |
| YTD | +5.4% | +33.2% | -27.9% | -12.8% |
| 1Y | +12.2% | +24.9% | -12.8% | -4.9% |
| 3Y | +37.2% | +77.8% | -40.6% | -6.7% |
| All | -22.5% | +36.5% | -59.1% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling