-7.3%
DIS vs NTR
+41.6%
-48.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.0% | +1.5% |
| 7D | -1.3% | -2.5% | +1.2% | -1.3% |
| 30D | +2.2% | +17.0% | -14.8% | +2.4% |
| 3M | +8.1% | +22.2% | -14.0% | +8.4% |
| 6M | +5.2% | +5.2% | +0.1% | +5.4% |
| YTD | -6.3% | +29.7% | -35.9% | -9.2% |
| 1Y | -7.3% | +39.4% | -46.7% | -11.2% |
| All | -7.3% | +41.6% | -48.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling