-31.9%
DIS vs M
-11.5%
-20.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.6% |
| 7D | +5.2% | -4.3% | +9.5% | +6.1% |
| 30D | +11.5% | +1.3% | +10.2% | +11.0% |
| 3M | +11.5% | -7.4% | +18.9% | +13.0% |
| 6M | +8.9% | +18.3% | -9.5% | +4.0% |
| YTD | +3.4% | +7.6% | -4.2% | +0.3% |
| 1Y | +7.2% | +17.4% | -10.2% | +1.8% |
| 3Y | +43.3% | +108.4% | -65.0% | +12.2% |
| All | -31.9% | -11.5% | -20.5% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling