+1,664.5%
DIS vs NI
+5,620.3%
-3,955.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +4.4% | +1.5% | +2.9% | +3.8% |
| 30D | +10.3% | +11.9% | -1.5% | +5.7% |
| 3M | +15.5% | +9.1% | +6.4% | +11.6% |
| 6M | +11.2% | -1.8% | +13.0% | +11.5% |
| YTD | +5.6% | +11.4% | -5.8% | +0.6% |
| 1Y | +7.7% | +6.4% | +1.4% | +4.5% |
| 3Y | +39.3% | +98.2% | -58.9% | +5.1% |
| 5Y | -29.5% | +110.1% | -139.6% | -48.6% |
| 10Y | +36.3% | +189.0% | -152.7% | -14.9% |
| All | +1,664.5% | +5,620.3% | -3,955.8% | +289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling