+8.3%
DIS vs EXE
-18.4%
+26.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.0% |
| 7D | +9.1% | -4.7% | +13.7% | +8.9% |
| 30D | +14.8% | +1.0% | +13.8% | +14.8% |
| 3M | +21.2% | -5.6% | +26.8% | +20.9% |
| 6M | +18.3% | -12.3% | +30.6% | +18.1% |
| YTD | +5.4% | -19.5% | +24.8% | +7.0% |
| 1Y | +8.3% | -18.9% | +27.1% | +6.2% |
| All | +8.3% | -18.4% | +26.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling