+272.8%
DIS vs EW
+7,937.2%
-7,664.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +5.2% | +11.0% | -5.8% | +2.5% |
| 30D | +11.5% | +19.1% | -7.6% | +6.5% |
| 3M | +11.5% | +14.4% | -2.8% | +7.6% |
| 6M | +8.9% | +22.8% | -13.9% | +3.0% |
| YTD | +3.4% | +19.8% | -16.4% | -1.8% |
| 1Y | +7.2% | +23.9% | -16.7% | +0.8% |
| 3Y | +43.3% | +52.2% | -8.9% | +23.2% |
| 5Y | -31.4% | -13.9% | -17.5% | -32.6% |
| 10Y | +37.1% | +241.9% | -204.8% | -6.2% |
| All | +272.8% | +7,937.2% | -7,664.5% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling