+36.6%
DIS vs EW
+236.4%
-199.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.3% |
| 7D | +5.3% | +12.3% | -7.0% | +1.7% |
| 30D | +10.2% | +22.9% | -12.6% | +3.5% |
| 3M | +13.5% | +16.7% | -3.2% | +8.2% |
| 6M | +11.1% | +31.0% | -19.8% | +2.0% |
| YTD | +5.5% | +22.8% | -17.3% | -1.6% |
| 1Y | +9.1% | +25.6% | -16.4% | +1.0% |
| 3Y | +36.0% | +62.0% | -26.0% | +9.8% |
| 5Y | -29.8% | -12.8% | -17.1% | -31.0% |
| 10Y | +36.6% | +239.8% | -203.2% | -4.7% |
| All | +36.6% | +236.4% | -199.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling