-0.3%
DIS vs NTR
+103.6%
-103.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.7% |
| 7D | -1.1% | +3.8% | -4.9% | -2.1% |
| 30D | +0.1% | +25.2% | -25.1% | -6.2% |
| 3M | +7.1% | +21.0% | -13.9% | +1.0% |
| 6M | +4.3% | +7.6% | -3.3% | +0.8% |
| YTD | -6.9% | +32.9% | -39.8% | -16.1% |
| 1Y | -10.3% | +43.1% | -53.4% | -21.3% |
| 3Y | +32.8% | +41.6% | -8.8% | +14.4% |
| 5Y | -41.5% | +54.8% | -96.2% | -55.4% |
| All | -0.3% | +103.6% | -103.9% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling