+37.2%
DIS vs OMC
+29.7%
+7.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | +1.9% | +1.9% | 0.0% | +1.3% |
| 30D | +9.2% | +12.2% | -3.0% | +5.4% |
| 3M | +13.5% | +0.6% | +12.9% | +13.1% |
| 6M | +14.3% | +21.0% | -6.7% | +7.4% |
| YTD | +5.4% | +12.4% | -7.0% | +0.8% |
| 1Y | +12.2% | +25.4% | -13.3% | +2.8% |
| 3Y | +37.2% | +29.2% | +8.0% | +21.8% |
| All | +37.2% | +29.7% | +7.5% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling