-35.3%
DIS vs EXE
+165.2%
-200.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +1.9% | +5.3% | -3.4% | +0.9% |
| 30D | +9.2% | -2.2% | +11.4% | +9.5% |
| 3M | +13.5% | -5.9% | +19.4% | +14.6% |
| 6M | +14.3% | -5.7% | +20.0% | +15.0% |
| YTD | +5.4% | -17.8% | +23.2% | +8.6% |
| 1Y | +12.2% | -23.1% | +35.3% | +17.1% |
| 3Y | +37.2% | +21.2% | +16.0% | +28.1% |
| 5Y | -23.1% | +78.8% | -101.9% | -33.0% |
| All | -35.3% | +165.2% | -200.5% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling