+34.2%
DIS vs IT
+100.5%
-66.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.9% |
| 7D | +5.2% | -16.9% | +22.1% | +11.0% |
| 30D | +11.5% | +2.3% | +9.1% | +9.7% |
| 3M | +11.5% | +2.9% | +8.7% | +8.8% |
| 6M | +8.9% | +25.9% | -17.0% | -3.1% |
| YTD | +3.4% | -24.6% | +28.1% | +8.9% |
| 1Y | +7.2% | -16.0% | +23.2% | +8.2% |
| 3Y | +43.3% | -51.6% | +94.9% | +72.7% |
| 5Y | -31.4% | -42.6% | +11.2% | -25.5% |
| All | +34.2% | +100.5% | -66.4% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling