+733.0%
DIS vs NDAQ
+2,593.6%
-1,860.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +5.2% | +0.8% | +4.4% | +5.0% |
| 30D | +11.5% | +16.5% | -5.1% | +6.4% |
| 3M | +11.5% | +13.5% | -2.0% | +7.2% |
| 6M | +8.9% | +20.9% | -12.1% | +2.3% |
| YTD | +3.4% | +11.4% | -8.0% | -0.9% |
| 1Y | +7.2% | +25.9% | -18.7% | -1.0% |
| 3Y | +43.3% | +119.9% | -76.5% | +11.9% |
| 5Y | -31.4% | +61.7% | -93.2% | -41.7% |
| 10Y | +37.1% | +481.6% | -444.5% | -18.4% |
| All | +733.0% | +2,593.6% | -1,860.6% | +309.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling