-31.9%
DIS vs EXE
+61.0%
-92.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +5.2% | -6.6% | +11.8% | +6.5% |
| 30D | +11.5% | -4.0% | +15.5% | +12.2% |
| 3M | +11.5% | -7.5% | +19.0% | +12.8% |
| 6M | +8.9% | -11.7% | +20.5% | +10.9% |
| YTD | +3.4% | -22.0% | +25.4% | +7.6% |
| 1Y | +7.2% | -21.8% | +29.0% | +11.3% |
| 3Y | +43.3% | +8.0% | +35.3% | +36.6% |
| All | -31.9% | +61.0% | -92.9% | -38.3% |
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