+34.8%
DIS vs EW
+16.7%
+18.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.7% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | +3.5% | +1.0% | +2.4% | +3.3% |
| 3M | +6.8% | +2.8% | +4.0% | +6.3% |
| 6M | +3.0% | +5.5% | -2.5% | +2.0% |
| YTD | -6.7% | +5.5% | -12.2% | -7.7% |
| 1Y | -10.1% | +11.0% | -21.1% | -11.7% |
| All | +34.8% | +16.7% | +18.1% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling