-31.9%
DIS vs EXPE
+43.3%
-75.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +1.0% |
| 7D | +5.2% | -9.3% | +14.6% | +7.6% |
| 30D | +11.5% | +0.1% | +11.3% | +10.6% |
| 3M | +11.5% | -15.3% | +26.8% | +15.8% |
| 6M | +8.9% | +5.5% | +3.4% | +5.4% |
| YTD | +3.4% | -8.0% | +11.4% | +2.6% |
| 1Y | +7.2% | +18.9% | -11.7% | -2.7% |
| 3Y | +43.3% | +135.5% | -92.2% | -1.2% |
| All | -31.9% | +43.3% | -75.2% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling