-10.3%
DIS vs ETR
+26.8%
-37.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -1.1% | +1.4% | -2.5% | -1.1% |
| 30D | +0.1% | +1.9% | -1.7% | +0.2% |
| 3M | +7.1% | +1.0% | +6.1% | +7.2% |
| 6M | +4.3% | +4.8% | -0.6% | +4.0% |
| YTD | -6.9% | +19.5% | -26.5% | -9.3% |
| 1Y | -10.3% | +28.1% | -38.4% | -14.3% |
| All | -10.3% | +26.8% | -37.2% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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