-40.7%
DIS vs NTRS
+88.8%
-129.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.0% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +2.2% | +0.2% | +2.1% | +2.1% |
| 3M | +8.1% | +13.2% | -5.1% | +1.8% |
| 6M | +5.2% | +36.9% | -31.7% | -9.8% |
| YTD | -6.3% | +39.1% | -45.4% | -20.7% |
| 1Y | -7.3% | +50.4% | -57.7% | -24.6% |
| 3Y | +33.8% | +166.8% | -133.0% | -19.3% |
| 5Y | -40.7% | +92.9% | -133.6% | -59.9% |
| All | -40.7% | +88.8% | -129.5% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling