+1,458.7%
DIS vs NEM
+487.7%
+971.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | -2.6% | +0.3% | -2.9% | -2.6% |
| 30D | +3.5% | +23.1% | -19.6% | +2.5% |
| 3M | +6.8% | +18.5% | -11.7% | +5.9% |
| 6M | +3.0% | +7.8% | -4.8% | +2.4% |
| YTD | -6.7% | +29.1% | -35.8% | -8.1% |
| 1Y | -10.1% | +72.7% | -82.7% | -12.6% |
| 3Y | +33.0% | +248.7% | -215.7% | +24.7% |
| 5Y | -40.0% | +148.7% | -188.7% | -43.2% |
| 10Y | +21.1% | +304.8% | -283.7% | +11.8% |
| All | +1,458.7% | +487.7% | +971.0% | +1,405.5% |
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