+1,290.1%
DIS vs M
+425.5%
+864.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | 0.0% |
| 7D | +5.7% | -2.1% | +7.8% | +6.2% |
| 30D | +12.7% | +7.7% | +5.0% | +10.5% |
| 3M | +15.2% | -4.4% | +19.6% | +16.0% |
| 6M | +17.6% | +27.5% | -10.0% | +9.5% |
| YTD | +3.8% | +12.8% | -8.9% | -1.0% |
| 1Y | +6.8% | +20.7% | -13.9% | -0.1% |
| 3Y | +42.1% | +111.3% | -69.2% | +9.0% |
| 5Y | -31.2% | -6.3% | -24.9% | -39.1% |
| 10Y | +37.6% | +1.5% | +36.1% | -3.7% |
| All | +1,290.1% | +425.5% | +864.6% | +406.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling