+12.2%
DIS vs ON
+45.4%
-33.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.6% |
| 7D | +1.9% | +12.2% | -10.3% | +1.9% |
| 30D | +9.2% | -3.1% | +12.3% | +9.1% |
| 3M | +13.5% | -12.9% | +26.4% | +13.5% |
| 6M | +14.3% | -38.6% | +52.9% | +14.7% |
| YTD | +5.4% | +31.2% | -25.9% | -4.8% |
| 1Y | +12.2% | +47.6% | -35.5% | -0.6% |
| All | +12.2% | +45.4% | -33.3% | -0.6% |
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