+23.5%
DIS vs ETN
+730.7%
-707.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.9% |
| 7D | +1.2% | +3.5% | -2.4% | -0.3% |
| 30D | +3.2% | -7.5% | +10.7% | +6.1% |
| 3M | +7.0% | +8.3% | -1.3% | +1.4% |
| 6M | +6.4% | +20.2% | -13.8% | -5.0% |
| YTD | -5.6% | +34.7% | -40.3% | -20.7% |
| 1Y | -7.7% | +19.4% | -27.1% | -18.5% |
| 3Y | +33.2% | +85.5% | -52.3% | -11.4% |
| 5Y | -40.3% | +186.6% | -226.9% | -69.5% |
| All | +23.5% | +730.7% | -707.2% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling