-41.1%
DIS vs ETR
+127.8%
-168.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -2.6% | +1.4% | -4.0% | -2.9% |
| 30D | +3.5% | +1.0% | +2.5% | +3.2% |
| 3M | +6.8% | -1.3% | +8.1% | +7.0% |
| 6M | +3.0% | +1.9% | +1.1% | +1.9% |
| YTD | -6.7% | +18.2% | -24.9% | -11.7% |
| 1Y | -10.1% | +24.7% | -34.8% | -16.4% |
| 3Y | +33.0% | +150.7% | -117.6% | -1.7% |
| All | -41.1% | +127.8% | -168.8% | -55.5% |
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