+1,162.5%
DIS vs O
+5,241.4%
-4,078.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +5.2% | +3.7% | +1.5% | +3.8% |
| 30D | +11.5% | +11.2% | +0.3% | +6.9% |
| 3M | +11.5% | -4.0% | +15.5% | +13.3% |
| 6M | +8.9% | -5.2% | +14.1% | +11.0% |
| YTD | +3.4% | +9.5% | -6.1% | -0.5% |
| 1Y | +7.2% | +10.6% | -3.4% | +2.7% |
| 3Y | +43.3% | +38.1% | +5.2% | +24.4% |
| 5Y | -31.4% | +10.2% | -41.7% | -35.3% |
| 10Y | +37.1% | +71.4% | -34.3% | +3.5% |
| All | +1,162.5% | +5,241.4% | -4,078.8% | +243.6% |
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