+32.9%
DIS vs EXC
+197.6%
-164.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | -1.4% | +2.0% | +1.1% |
| 30D | +10.3% | +8.3% | +2.0% | +7.1% |
| 3M | +15.6% | +2.6% | +13.0% | +14.4% |
| 6M | +15.1% | +5.2% | +10.0% | +12.8% |
| YTD | +6.0% | +7.5% | -1.6% | +2.3% |
| 1Y | +5.7% | +3.2% | +2.5% | +3.5% |
| 3Y | +39.8% | +29.5% | +10.3% | +22.3% |
| 5Y | -23.9% | +39.7% | -63.5% | -36.9% |
| 10Y | +32.9% | +200.1% | -167.1% | -10.6% |
| All | +32.9% | +197.6% | -164.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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