-41.1%
DIS vs EXPE
+111.8%
-152.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | -2.6% | -9.5% | +7.0% | +0.2% |
| 30D | +3.5% | -6.6% | +10.1% | +5.4% |
| 3M | +6.8% | +31.4% | -24.6% | -1.7% |
| 6M | +3.0% | +35.2% | -32.2% | -6.8% |
| YTD | -6.7% | +5.8% | -12.5% | -10.2% |
| 1Y | -10.1% | +38.7% | -48.8% | -21.4% |
| 3Y | +33.0% | +175.8% | -142.7% | -11.5% |
| All | -41.1% | +111.8% | -152.9% | -59.8% |
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