-41.1%
DIS vs EW
-25.6%
-15.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | +3.5% | +1.0% | +2.4% | +3.2% |
| 3M | +6.8% | +2.8% | +4.0% | +5.9% |
| 6M | +3.0% | +5.5% | -2.5% | +1.2% |
| YTD | -6.7% | +5.5% | -12.2% | -8.4% |
| 1Y | -10.1% | +11.0% | -21.1% | -13.0% |
| 3Y | +33.0% | +17.7% | +15.3% | +20.3% |
| All | -41.1% | -25.6% | -15.5% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling