+36.3%
DIS vs NEM
+316.2%
-280.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +0.5% |
| 7D | +4.4% | +11.6% | -7.2% | +3.3% |
| 30D | +10.3% | +1.8% | +8.5% | +10.0% |
| 3M | +15.5% | +2.5% | +13.0% | +15.0% |
| 6M | +11.2% | +3.4% | +7.8% | +10.3% |
| YTD | +5.6% | +20.9% | -15.3% | +2.8% |
| 1Y | +7.7% | +37.2% | -29.4% | +3.6% |
| 3Y | +39.3% | +271.6% | -232.3% | +19.5% |
| 5Y | -29.5% | +136.6% | -166.2% | -37.8% |
| 10Y | +36.3% | +342.6% | -306.4% | +19.3% |
| All | +36.3% | +316.2% | -280.0% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling