+274.3%
DIS vs EW
+7,833.4%
-7,559.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -1.8% |
| 7D | +5.7% | +6.8% | -1.1% | +3.9% |
| 30D | +12.7% | +16.6% | -3.9% | +8.3% |
| 3M | +15.2% | +13.3% | +1.9% | +11.4% |
| 6M | +17.6% | +21.6% | -4.0% | +11.5% |
| YTD | +3.8% | +18.3% | -14.4% | -1.1% |
| 1Y | +6.8% | +21.7% | -14.9% | +0.9% |
| 3Y | +42.1% | +50.3% | -8.2% | +22.6% |
| 5Y | -31.2% | -15.0% | -16.1% | -32.1% |
| 10Y | +37.6% | +237.5% | -199.8% | -5.5% |
| All | +274.3% | +7,833.4% | -7,559.1% | +26.2% |
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 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