+21.2%
DIS vs IT
+89.8%
-68.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | +2.2% |
| 7D | -1.1% | -9.1% | +8.0% | +1.8% |
| 30D | +0.1% | -7.0% | +7.2% | +2.1% |
| 3M | +7.1% | +7.6% | -0.6% | +2.2% |
| 6M | +4.3% | +2.1% | +2.1% | +0.3% |
| YTD | -6.9% | -31.6% | +24.6% | +2.3% |
| 1Y | -10.3% | -29.9% | +19.6% | -3.1% |
| 3Y | +32.8% | -51.3% | +84.1% | +58.8% |
| 5Y | -41.5% | -44.8% | +3.3% | -35.5% |
| 10Y | +21.2% | +91.4% | -70.2% | -23.1% |
| All | +21.2% | +89.8% | -68.7% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling