+1,458.7%
DIS vs NI
+5,092.7%
-3,634.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -2.6% | +2.0% | -4.6% | -3.3% |
| 30D | +3.5% | -3.5% | +7.0% | +4.9% |
| 3M | +6.8% | -9.1% | +15.9% | +10.6% |
| 6M | +3.0% | -11.8% | +14.8% | +7.6% |
| YTD | -6.7% | +1.1% | -7.8% | -7.7% |
| 1Y | -10.1% | +6.7% | -16.8% | -13.0% |
| 3Y | +33.0% | +71.1% | -38.0% | +5.9% |
| 5Y | -40.0% | +94.3% | -134.3% | -54.9% |
| 10Y | +21.1% | +135.8% | -114.7% | -18.4% |
| All | +1,458.7% | +5,092.7% | -3,634.0% | +257.2% |
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