+36.3%
DIS vs EXPE
+112.4%
-76.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | +4.4% | -11.2% | +15.6% | +7.7% |
| 30D | +10.3% | -7.5% | +17.8% | +12.1% |
| 3M | +15.5% | -19.1% | +34.6% | +22.0% |
| 6M | +11.2% | +10.7% | +0.5% | +6.0% |
| YTD | +5.6% | -9.9% | +15.5% | +5.2% |
| 1Y | +7.7% | -4.6% | +12.4% | +5.1% |
| 3Y | +39.3% | +116.8% | -77.5% | -1.1% |
| 5Y | -29.5% | +38.6% | -68.1% | -45.0% |
| 10Y | +36.3% | +115.9% | -79.6% | -22.7% |
| All | +36.3% | +112.4% | -76.1% | -22.7% |
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