-7.7%
DIS vs NTRS
+51.4%
-59.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +1.2% | +1.4% | -0.2% | +0.9% |
| 30D | +3.2% | -0.7% | +3.9% | +3.3% |
| 3M | +7.0% | +11.3% | -4.3% | +3.9% |
| 6M | +6.4% | +35.5% | -29.1% | -3.1% |
| YTD | -5.6% | +40.6% | -46.2% | -16.1% |
| 1Y | -7.7% | +49.2% | -56.9% | -19.7% |
| All | -7.7% | +51.4% | -59.1% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling