+32.8%
DIS vs NI
+71.0%
-38.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.5% |
| 7D | -1.1% | +2.3% | -3.4% | -1.7% |
| 30D | +0.1% | -1.7% | +1.8% | +0.6% |
| 3M | +7.1% | -8.0% | +15.1% | +9.2% |
| 6M | +4.3% | -8.6% | +12.9% | +6.4% |
| YTD | -6.9% | +2.3% | -9.3% | -8.4% |
| 1Y | -10.3% | +6.9% | -17.3% | -13.0% |
| 3Y | +32.8% | +70.6% | -37.7% | +18.1% |
| All | +32.8% | +71.0% | -38.2% | +18.1% |
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