+32.8%
DIS vs NTR
+42.0%
-9.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.4% |
| 7D | -1.1% | +3.8% | -4.9% | -1.4% |
| 30D | +0.1% | +25.2% | -25.1% | -1.8% |
| 3M | +7.1% | +21.0% | -13.9% | +5.3% |
| 6M | +4.3% | +7.6% | -3.3% | +3.4% |
| YTD | -6.9% | +32.9% | -39.8% | -10.8% |
| 1Y | -10.3% | +43.1% | -53.4% | -15.1% |
| 3Y | +32.8% | +41.6% | -8.8% | +27.0% |
| All | +32.8% | +42.0% | -9.2% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling