+23.5%
DIS vs NTRS
+259.9%
-236.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | +1.2% | +1.4% | -0.2% | +0.5% |
| 30D | +3.2% | -0.7% | +3.9% | +3.5% |
| 3M | +7.0% | +11.3% | -4.3% | +1.3% |
| 6M | +6.4% | +35.5% | -29.1% | -8.7% |
| YTD | -5.6% | +40.6% | -46.2% | -20.8% |
| 1Y | -7.7% | +49.2% | -56.9% | -24.9% |
| 3Y | +33.2% | +167.2% | -134.1% | -20.1% |
| 5Y | -40.3% | +94.9% | -135.3% | -59.2% |
| All | +23.5% | +259.9% | -236.4% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling