+14.6%
DIS vs IR
+322.3%
-307.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +5.2% | +3.7% | +1.6% | +3.7% |
| 30D | +11.5% | +7.4% | +4.0% | +8.1% |
| 3M | +11.5% | -5.9% | +17.5% | +13.7% |
| 6M | +8.9% | +5.6% | +3.3% | +5.4% |
| YTD | +3.4% | +4.8% | -1.4% | -0.4% |
| 1Y | +7.2% | +6.9% | +0.3% | +2.3% |
| 3Y | +43.3% | +27.6% | +15.8% | +23.9% |
| 5Y | -31.4% | +45.8% | -77.2% | -44.9% |
| All | +14.6% | +322.3% | -307.6% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling