+1,067.7%
DIS vs IT
+6,105.9%
-5,038.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.6% |
| 7D | -2.6% | -6.0% | +3.5% | -1.2% |
| 30D | +3.5% | 0.0% | +3.5% | +3.3% |
| 3M | +6.8% | +13.1% | -6.2% | +2.1% |
| 6M | +3.0% | +11.7% | -8.7% | -2.0% |
| YTD | -6.7% | -26.1% | +19.4% | -2.6% |
| 1Y | -10.1% | -21.3% | +11.2% | -8.0% |
| 3Y | +33.0% | -46.7% | +79.8% | +47.0% |
| 5Y | -40.0% | -40.5% | +0.5% | -36.1% |
| 10Y | +21.1% | +103.9% | -82.8% | -6.2% |
| All | +1,067.7% | +6,105.9% | -5,038.2% | +401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling