+43.3%
DIS vs IT
-51.0%
+94.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.3% |
| 7D | +5.2% | -16.9% | +22.1% | +8.4% |
| 30D | +11.5% | +2.3% | +9.1% | +10.5% |
| 3M | +11.5% | +2.9% | +8.7% | +10.0% |
| 6M | +8.9% | +25.9% | -17.0% | +2.2% |
| YTD | +3.4% | -24.6% | +28.1% | +8.3% |
| 1Y | +7.2% | -16.0% | +23.2% | +9.1% |
| 3Y | +43.3% | -51.6% | +94.9% | +82.5% |
| All | +43.3% | -51.0% | +94.3% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling