-42.2%
DIS vs INDA
+5.9%
-48.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.3% |
| 7D | -3.5% | -2.6% | -0.9% | -1.9% |
| 30D | +1.0% | -2.9% | +3.9% | +2.8% |
| 3M | +5.7% | +2.4% | +3.3% | +4.0% |
| 6M | +3.3% | -2.6% | +5.9% | +4.8% |
| YTD | -7.7% | -10.0% | +2.2% | -1.8% |
| 1Y | -10.0% | -7.7% | -2.3% | -5.9% |
| 3Y | +31.7% | +8.9% | +22.8% | +18.2% |
| 5Y | -42.2% | +6.0% | -48.2% | -48.5% |
| All | -42.2% | +5.9% | -48.1% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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