+1,442.0%
DIS vs NTRS
+7,612.4%
-6,170.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.5% | +0.9% | -4.4% | -3.9% |
| 30D | +1.0% | -1.2% | +2.2% | +1.4% |
| 3M | +5.7% | +8.8% | -3.1% | +1.8% |
| 6M | +3.3% | +34.7% | -31.4% | -9.0% |
| YTD | -7.7% | +37.2% | -45.0% | -19.6% |
| 1Y | -10.0% | +46.3% | -56.3% | -23.6% |
| 3Y | +31.7% | +163.2% | -131.5% | -13.1% |
| 5Y | -42.2% | +86.9% | -129.1% | -57.0% |
| 10Y | +22.3% | +250.9% | -228.6% | -31.6% |
| All | +1,442.0% | +7,612.4% | -6,170.4% | +195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling