+8.3%
DIS vs FIVE
+63.3%
-55.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.7% | -2.5% | +3.0% |
| 7D | +9.1% | +7.5% | +1.6% | +7.7% |
| 30D | +14.8% | +16.7% | -1.9% | +11.8% |
| 3M | +21.2% | +13.4% | +7.8% | +18.6% |
| 6M | +18.3% | +9.0% | +9.3% | +16.4% |
| YTD | +5.4% | +33.8% | -28.4% | -0.7% |
| 1Y | +8.3% | +61.2% | -52.9% | -5.5% |
| All | +8.3% | +63.3% | -55.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling