+36.6%
DIS vs EXPE
+119.8%
-83.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | +5.3% | -13.3% | +18.6% | +9.4% |
| 30D | +10.2% | -5.5% | +15.7% | +11.3% |
| 3M | +13.5% | -16.5% | +30.0% | +18.7% |
| 6M | +11.1% | +13.1% | -2.0% | +5.2% |
| YTD | +5.5% | -8.0% | +13.5% | +4.5% |
| 1Y | +9.1% | +1.1% | +8.0% | +4.5% |
| 3Y | +36.0% | +131.2% | -95.2% | -5.5% |
| 5Y | -29.8% | +39.8% | -69.6% | -45.4% |
| 10Y | +36.6% | +118.5% | -81.9% | -23.0% |
| All | +36.6% | +119.8% | -83.2% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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