+1,148.9%
DIS vs M
+396.5%
+752.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.4% |
| 7D | -2.6% | +4.7% | -7.3% | -3.7% |
| 30D | +3.5% | -9.6% | +13.1% | +6.0% |
| 3M | +6.8% | +0.9% | +6.0% | +6.0% |
| 6M | +3.0% | +22.3% | -19.3% | -2.9% |
| YTD | -6.7% | +6.5% | -13.3% | -9.5% |
| 1Y | -10.1% | +38.8% | -48.8% | -18.7% |
| 3Y | +33.0% | +115.9% | -82.9% | +1.5% |
| 5Y | -40.0% | +28.6% | -68.6% | -51.4% |
| 10Y | +21.1% | -2.5% | +23.6% | -14.3% |
| All | +1,148.9% | +396.5% | +752.3% | +362.5% |
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 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