-31.9%
DIS vs ETR
+152.2%
-184.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | +11.5% | +7.5% | +3.9% | +9.5% |
| 3M | +11.5% | +4.4% | +7.1% | +10.3% |
| 6M | +8.9% | -1.5% | +10.4% | +9.1% |
| YTD | +3.4% | +21.8% | -18.4% | -3.0% |
| 1Y | +7.2% | +18.4% | -11.2% | +1.3% |
| 3Y | +43.3% | +148.5% | -105.2% | +5.5% |
| All | -31.9% | +152.2% | -184.1% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling