+36.0%
DIS vs NI
+97.2%
-61.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | 0.0% | +1.5% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +10.2% | +11.3% | -1.1% | +7.1% |
| 3M | +13.5% | +6.5% | +7.1% | +11.6% |
| 6M | +11.1% | -2.3% | +13.4% | +11.8% |
| YTD | +5.5% | +10.8% | -5.3% | +1.3% |
| 1Y | +9.1% | +6.2% | +2.9% | +6.4% |
| 3Y | +36.0% | +98.7% | -62.7% | +14.5% |
| All | +36.0% | +97.2% | -61.2% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling