+1,671.0%
DIS vs ETR
+4,610.8%
-2,939.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +10.3% | +7.7% | +2.6% | +7.7% |
| 3M | +15.6% | +5.7% | +9.9% | +13.4% |
| 6M | +15.1% | -0.3% | +15.4% | +14.9% |
| YTD | +6.0% | +23.4% | -17.4% | -2.1% |
| 1Y | +5.7% | +18.5% | -12.8% | -1.0% |
| 3Y | +39.8% | +155.6% | -115.8% | -0.6% |
| 5Y | -23.9% | +158.7% | -182.6% | -46.6% |
| 10Y | +32.9% | +377.8% | -344.8% | -25.6% |
| All | +1,671.0% | +4,610.8% | -2,939.8% | +457.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling