-31.9%
DIS vs FIVE
+14.2%
-46.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | +11.5% | +17.7% | -6.2% | +7.1% |
| 3M | +11.5% | +4.0% | +7.6% | +10.1% |
| 6M | +8.9% | +2.6% | +6.3% | +7.1% |
| YTD | +3.4% | +27.6% | -24.2% | -4.1% |
| 1Y | +7.2% | +59.9% | -52.7% | -6.2% |
| 3Y | +43.3% | +35.8% | +7.5% | +23.7% |
| All | -31.9% | +14.2% | -46.1% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling