+1,458.7%
DIS vs OMC
+6,006.3%
-4,547.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.6% |
| 7D | -2.6% | -6.4% | +3.8% | +0.2% |
| 30D | +3.5% | +1.1% | +2.4% | +2.8% |
| 3M | +6.8% | +10.4% | -3.6% | +1.3% |
| 6M | +3.0% | -1.7% | +4.7% | +2.7% |
| YTD | -6.7% | +4.4% | -11.2% | -10.8% |
| 1Y | -10.1% | +8.4% | -18.5% | -16.0% |
| 3Y | +33.0% | +14.4% | +18.7% | +18.4% |
| 5Y | -40.0% | +33.9% | -73.9% | -51.3% |
| 10Y | +21.1% | +34.9% | -13.8% | -6.2% |
| All | +1,458.7% | +6,006.3% | -4,547.5% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling