-10.1%
DIS vs ON
+56.1%
-66.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.7% |
| 7D | -2.6% | +2.4% | -5.0% | -2.6% |
| 30D | +3.5% | -3.3% | +6.8% | +3.5% |
| 3M | +6.8% | -43.6% | +50.4% | +9.6% |
| 6M | +3.0% | +19.0% | -16.0% | -4.7% |
| YTD | -6.7% | +37.4% | -44.1% | -15.5% |
| 1Y | -10.1% | +54.8% | -64.8% | -20.0% |
| All | -10.1% | +56.1% | -66.2% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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