-23.9%
DIS vs EXPE
+42.3%
-66.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.3% |
| 7D | +0.6% | -17.8% | +18.3% | +5.9% |
| 30D | +10.3% | -3.2% | +13.5% | +10.5% |
| 3M | +15.6% | -19.0% | +34.5% | +21.5% |
| 6M | +15.1% | +17.7% | -2.6% | +8.2% |
| YTD | +6.0% | -7.8% | +13.7% | +5.1% |
| 1Y | +5.7% | -1.4% | +7.0% | +2.4% |
| 3Y | +39.8% | +121.9% | -82.1% | -1.2% |
| 5Y | -23.9% | +44.3% | -68.1% | -42.0% |
| All | -23.9% | +42.3% | -66.2% | -42.0% |
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 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