+1,038.8%
DIS vs O
+5,387.7%
-4,348.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -2.6% | -0.7% | -1.8% | -2.3% |
| 30D | +3.5% | -1.9% | +5.4% | +4.3% |
| 3M | +6.8% | +3.8% | +3.0% | +5.2% |
| 6M | +3.0% | -4.7% | +7.7% | +4.8% |
| YTD | -6.7% | +12.5% | -19.2% | -11.1% |
| 1Y | -10.1% | +10.8% | -20.9% | -13.9% |
| 3Y | +33.0% | +28.8% | +4.3% | +18.5% |
| 5Y | -40.0% | +13.2% | -53.2% | -44.1% |
| 10Y | +21.1% | +53.5% | -32.4% | -4.9% |
| All | +1,038.8% | +5,387.7% | -4,348.9% | +206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling