-10.3%
DIS vs OMC
+5.6%
-15.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | -1.1% | -5.8% | +4.7% | 0.0% |
| 30D | +0.1% | -4.8% | +5.0% | +1.1% |
| 3M | +7.1% | +9.2% | -2.2% | +5.2% |
| 6M | +4.3% | -2.5% | +6.7% | +4.3% |
| YTD | -6.9% | +2.6% | -9.5% | -7.6% |
| 1Y | -10.3% | +5.9% | -16.3% | -11.9% |
| All | -10.3% | +5.6% | -15.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling