-28.0%
DIS vs NET
+36.7%
-64.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.5% |
| 7D | +9.1% | -16.4% | +25.4% | +11.7% |
| 30D | +14.8% | -25.8% | +40.7% | +19.4% |
| 3M | +21.2% | -11.5% | +32.7% | +22.1% |
| 6M | +18.3% | +18.9% | -0.6% | +12.4% |
| YTD | +5.4% | +35.2% | -29.9% | -3.4% |
| 1Y | +8.3% | +14.5% | -6.2% | +2.1% |
| 3Y | +44.2% | +313.8% | -269.6% | +4.2% |
| 5Y | -28.0% | +32.6% | -60.5% | -48.5% |
| All | -28.0% | +36.7% | -64.7% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 5y: compounded portfolio wealth divided by compounded NET 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…
5y analysis · Full analysis span regression · 6 months rolling