+423.4%
DIS vs EXPE
+851.4%
-428.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | -2.6% | -9.5% | +7.0% | +0.1% |
| 30D | +3.5% | -6.6% | +10.1% | +5.4% |
| 3M | +6.8% | +31.4% | -24.6% | -1.5% |
| 6M | +3.0% | +35.2% | -32.2% | -6.5% |
| YTD | -6.7% | +5.8% | -12.5% | -10.3% |
| 1Y | -10.1% | +38.7% | -48.8% | -20.7% |
| 3Y | +33.0% | +175.8% | -142.7% | -7.0% |
| 5Y | -40.0% | +111.8% | -151.8% | -56.5% |
| 10Y | +21.1% | +179.7% | -158.7% | -25.4% |
| All | +423.4% | +851.4% | -428.1% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling