-41.1%
DIS vs IT
-40.5%
-0.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.6% |
| 7D | -2.6% | -6.0% | +3.5% | -1.1% |
| 30D | +3.5% | 0.0% | +3.5% | +3.2% |
| 3M | +6.8% | +13.1% | -6.2% | +2.1% |
| 6M | +3.0% | +11.7% | -8.7% | -1.9% |
| YTD | -6.7% | -26.1% | +19.4% | -0.2% |
| 1Y | -10.1% | -21.3% | +11.2% | -6.5% |
| 3Y | +33.0% | -46.7% | +79.8% | +52.8% |
| All | -41.1% | -40.5% | -0.5% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling