+480.2%
DIS vs EXPE
+727.6%
-247.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.9% |
| 7D | +5.2% | -9.3% | +14.6% | +7.6% |
| 30D | +11.5% | +0.1% | +11.3% | +10.7% |
| 3M | +11.5% | -15.3% | +26.8% | +15.7% |
| 6M | +8.9% | +5.5% | +3.4% | +5.6% |
| YTD | +3.4% | -8.0% | +11.4% | +2.5% |
| 1Y | +7.2% | +18.9% | -11.7% | -1.9% |
| 3Y | +43.3% | +135.5% | -92.2% | +4.4% |
| 5Y | -31.4% | +44.3% | -75.7% | -45.0% |
| 10Y | +37.1% | +117.7% | -80.7% | -10.3% |
| All | +480.2% | +727.6% | -247.3% | +87.5% |
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