-41.6%
DIS vs NTR
+48.6%
-90.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -3.5% | +0.5% | -4.1% | -3.6% |
| 30D | +1.0% | +21.7% | -20.8% | -2.4% |
| 3M | +5.7% | +22.8% | -17.1% | +1.8% |
| 6M | +3.3% | +8.2% | -5.0% | +1.2% |
| YTD | -7.7% | +32.9% | -40.7% | -13.5% |
| 1Y | -10.0% | +45.3% | -55.3% | -17.3% |
| 3Y | +31.7% | +41.7% | -9.9% | +20.1% |
| All | -41.6% | +48.6% | -90.3% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling