+31.9%
DIS vs EW
+254.3%
-222.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | +1.9% | +4.9% | -3.0% | +0.4% |
| 30D | +9.2% | +23.9% | -14.8% | +2.2% |
| 3M | +13.5% | +15.8% | -2.2% | +8.4% |
| 6M | +14.3% | +31.7% | -17.4% | +4.7% |
| YTD | +5.4% | +25.7% | -20.3% | -2.4% |
| 1Y | +12.2% | +24.4% | -12.3% | +4.1% |
| 3Y | +37.2% | +65.9% | -28.7% | +9.8% |
| 5Y | -23.1% | -7.6% | -15.5% | -25.9% |
| All | +31.9% | +254.3% | -222.5% | -11.0% |
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