+1,635.0%
DIS vs EXC
+2,516.2%
-881.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +5.7% | +1.4% | +4.3% | +5.2% |
| 30D | +12.7% | +11.6% | +1.0% | +8.8% |
| 3M | +15.2% | +2.7% | +12.5% | +14.1% |
| 6M | +17.6% | +2.7% | +14.9% | +16.3% |
| YTD | +3.8% | +9.7% | -5.9% | +0.1% |
| 1Y | +6.8% | +4.5% | +2.3% | +4.5% |
| 3Y | +42.1% | +28.5% | +13.6% | +28.1% |
| 5Y | -31.2% | +43.9% | -75.1% | -40.8% |
| 10Y | +37.6% | +183.7% | -146.1% | -6.3% |
| All | +1,635.0% | +2,516.2% | -881.2% | +572.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling