-41.1%
DIS vs NDAQ
+55.8%
-96.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -0.8% |
| 7D | -2.6% | -2.4% | -0.1% | -1.5% |
| 30D | +3.5% | +2.5% | +1.0% | +2.2% |
| 3M | +6.8% | +9.9% | -3.1% | +1.6% |
| 6M | +3.0% | +9.4% | -6.4% | -2.2% |
| YTD | -6.7% | +0.4% | -7.1% | -8.0% |
| 1Y | -10.1% | +4.0% | -14.1% | -13.2% |
| 3Y | +33.0% | +94.4% | -61.3% | -9.9% |
| All | -41.1% | +55.8% | -96.9% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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