+22.3%
DIS vs NI
+136.8%
-114.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -3.5% | +1.3% | -4.8% | -4.0% |
| 30D | +1.0% | -0.3% | +1.2% | +1.0% |
| 3M | +5.7% | -9.5% | +15.1% | +9.5% |
| 6M | +3.3% | -10.2% | +13.5% | +7.1% |
| YTD | -7.7% | +1.8% | -9.5% | -9.0% |
| 1Y | -10.0% | +5.7% | -15.6% | -12.7% |
| 3Y | +31.7% | +69.6% | -37.9% | +4.8% |
| 5Y | -42.2% | +95.8% | -138.0% | -57.0% |
| 10Y | +22.3% | +145.1% | -122.7% | -10.4% |
| All | +22.3% | +136.8% | -114.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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