+8.3%
DIS vs NEM
+50.9%
-42.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.9% | -5.7% | +3.0% |
| 7D | +9.1% | +3.7% | +5.4% | +8.5% |
| 30D | +14.8% | +2.0% | +12.8% | +14.3% |
| 3M | +21.2% | +21.1% | +0.1% | +17.6% |
| 6M | +18.3% | +9.5% | +8.8% | +16.0% |
| YTD | +5.4% | +19.1% | -13.7% | -0.3% |
| 1Y | +8.3% | +51.1% | -42.8% | -6.2% |
| All | +8.3% | +50.9% | -42.6% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling