+175.6%
DIS vs FIVE
+826.1%
-650.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.5% |
| 7D | +5.7% | -1.7% | +7.4% | +6.1% |
| 30D | +12.7% | +14.9% | -2.3% | +9.2% |
| 3M | +15.2% | +7.6% | +7.6% | +13.0% |
| 6M | +17.6% | +6.4% | +11.1% | +14.9% |
| YTD | +3.8% | +28.1% | -24.3% | -3.1% |
| 1Y | +6.8% | +54.7% | -47.9% | -4.5% |
| 3Y | +42.1% | +36.1% | +6.1% | +22.9% |
| 5Y | -31.2% | +14.9% | -46.0% | -39.9% |
| 10Y | +37.6% | +578.8% | -541.2% | -13.6% |
| All | +175.6% | +826.1% | -650.5% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling