-23.9%
DIS vs EXC
+40.5%
-64.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | +10.3% | +8.3% | +2.0% | +8.6% |
| 3M | +15.6% | +2.6% | +13.0% | +14.9% |
| 6M | +15.1% | +5.2% | +10.0% | +14.0% |
| YTD | +6.0% | +7.5% | -1.6% | +4.0% |
| 1Y | +5.7% | +3.2% | +2.5% | +4.6% |
| 3Y | +39.8% | +29.5% | +10.3% | +28.8% |
| 5Y | -23.9% | +39.7% | -63.5% | -33.1% |
| All | -23.9% | +40.5% | -64.3% | -33.1% |
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