+22.3%
DIS vs NEM
+299.2%
-276.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -3.5% | +3.1% | -6.6% | -3.8% |
| 30D | +1.0% | +10.0% | -9.0% | 0.0% |
| 3M | +5.7% | +30.9% | -25.2% | +2.9% |
| 6M | +3.3% | +10.5% | -7.3% | +1.8% |
| YTD | -7.7% | +29.7% | -37.5% | -10.5% |
| 1Y | -10.0% | +71.1% | -81.1% | -15.1% |
| 3Y | +31.7% | +252.1% | -220.4% | +14.6% |
| 5Y | -42.2% | +157.7% | -199.9% | -49.0% |
| 10Y | +22.3% | +319.4% | -297.0% | +7.4% |
| All | +22.3% | +299.2% | -276.9% | +7.4% |
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