+30.2%
DIS vs ETN
+82.3%
-52.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -3.5% | +6.2% | -9.8% | -4.5% |
| 30D | +1.0% | -6.7% | +7.7% | +2.0% |
| 3M | +5.7% | +3.6% | +2.1% | +4.0% |
| 6M | +3.3% | +18.3% | -15.1% | -2.1% |
| YTD | -7.7% | +31.5% | -39.2% | -15.2% |
| 1Y | -10.0% | +20.6% | -30.5% | -15.7% |
| All | +30.2% | +82.3% | -52.1% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling