+1,628.0%
DIS vs NEM
+454.8%
+1,173.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | +5.2% | +13.4% | -8.2% | +4.6% |
| 30D | +11.5% | +6.5% | +5.0% | +11.1% |
| 3M | +11.5% | +14.9% | -3.4% | +10.7% |
| 6M | +8.9% | +5.5% | +3.4% | +8.4% |
| YTD | +3.4% | +21.9% | -18.5% | +2.1% |
| 1Y | +7.2% | +47.9% | -40.7% | +4.9% |
| 3Y | +43.3% | +238.2% | -194.9% | +34.4% |
| 5Y | -31.4% | +146.2% | -177.6% | -35.1% |
| 10Y | +37.1% | +309.3% | -272.3% | +26.7% |
| All | +1,628.0% | +454.8% | +1,173.3% | +1,572.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling