+1,458.7%
DIS vs ETN
+20,051.5%
-18,592.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -3.2% |
| 7D | -2.6% | +2.0% | -4.6% | -3.5% |
| 30D | +3.5% | -7.9% | +11.4% | +6.7% |
| 3M | +6.8% | -1.6% | +8.4% | +5.2% |
| 6M | +3.0% | +16.9% | -13.9% | -6.7% |
| YTD | -6.7% | +30.1% | -36.8% | -19.8% |
| 1Y | -10.1% | +19.3% | -29.4% | -20.3% |
| 3Y | +33.0% | +82.5% | -49.5% | -6.3% |
| 5Y | -40.0% | +166.8% | -206.8% | -64.8% |
| 10Y | +21.1% | +649.7% | -628.7% | -56.0% |
| All | +1,458.7% | +20,051.5% | -18,592.7% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling