-41.1%
DIS vs EXC
+47.1%
-88.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.5% |
| 7D | -2.6% | +0.3% | -2.9% | -2.6% |
| 30D | +3.5% | -3.7% | +7.2% | +4.2% |
| 3M | +6.8% | -1.3% | +8.1% | +7.1% |
| 6M | +3.0% | -9.7% | +12.7% | +4.9% |
| YTD | -6.7% | +2.9% | -9.6% | -7.7% |
| 1Y | -10.1% | +4.4% | -14.5% | -11.4% |
| 3Y | +33.0% | +22.2% | +10.8% | +24.3% |
| All | -41.1% | +47.1% | -88.1% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling