+36.3%
DIS vs EXC
+183.9%
-147.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | +10.3% | +9.0% | +1.3% | +6.9% |
| 3M | +15.5% | +3.3% | +12.2% | +14.1% |
| 6M | +11.2% | +5.7% | +5.5% | +8.8% |
| YTD | +5.6% | +7.3% | -1.8% | +2.0% |
| 1Y | +7.7% | +2.9% | +4.8% | +5.6% |
| 3Y | +39.3% | +29.3% | +10.0% | +22.0% |
| 5Y | -29.5% | +40.1% | -69.6% | -41.6% |
| 10Y | +36.3% | +197.7% | -161.4% | -6.7% |
| All | +36.3% | +183.9% | -147.7% | -6.7% |
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