+4.1%
DIS vs M
+25.0%
-21.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +0.6% | -3.3% | +3.9% | +0.9% |
| 30D | +10.3% | +8.1% | +2.2% | +9.2% |
| 3M | +15.6% | +2.2% | +13.4% | +15.0% |
| 6M | +15.1% | +35.1% | -20.0% | +10.0% |
| YTD | +6.0% | +15.8% | -9.9% | +4.0% |
| All | +4.1% | +25.0% | -21.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling