+43.3%
DIS vs EXPE
+131.0%
-87.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.7% |
| 7D | +5.2% | -9.3% | +14.6% | +7.2% |
| 30D | +11.5% | +0.1% | +11.3% | +10.8% |
| 3M | +11.5% | -15.3% | +26.8% | +15.0% |
| 6M | +8.9% | +5.5% | +3.4% | +6.3% |
| YTD | +3.4% | -8.0% | +11.4% | +3.2% |
| 1Y | +7.2% | +18.9% | -11.7% | -0.6% |
| 3Y | +43.3% | +135.5% | -92.2% | +17.3% |
| All | +43.3% | +131.0% | -87.6% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling