-23.6%
DIS vs O
+9.8%
-33.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +0.9% | -0.4% | +1.3% | +1.0% |
| 30D | +8.9% | +8.3% | +0.6% | +5.4% |
| 3M | +14.5% | -4.0% | +18.5% | +16.4% |
| 6M | +12.2% | -2.6% | +14.9% | +13.3% |
| YTD | +4.7% | +9.9% | -5.2% | +0.5% |
| 1Y | +2.8% | +9.8% | -7.0% | -1.4% |
| 3Y | +38.1% | +39.7% | -1.6% | +16.4% |
| 5Y | -23.6% | +9.2% | -32.8% | -27.4% |
| All | -23.6% | +9.8% | -33.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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