-41.1%
DIS vs EXE
+109.5%
-150.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +3.5% | +8.5% | -5.0% | +1.8% |
| 3M | +6.8% | +5.5% | +1.4% | +5.5% |
| 6M | +3.0% | -5.9% | +8.9% | +3.7% |
| YTD | -6.7% | -9.7% | +3.0% | -5.4% |
| 1Y | -10.1% | +3.6% | -13.7% | -11.8% |
| 3Y | +33.0% | +18.0% | +15.0% | +25.3% |
| All | -41.1% | +109.5% | -150.5% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling