+43.3%
DIS vs ON
-7.8%
+51.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +5.2% | -11.7% | +16.9% | +6.6% |
| 30D | +11.5% | -23.3% | +34.7% | +14.6% |
| 3M | +11.5% | -19.2% | +30.7% | +13.6% |
| 6M | +8.9% | -40.1% | +49.0% | +12.9% |
| YTD | +3.4% | +16.9% | -13.5% | -6.2% |
| 1Y | +7.2% | +29.7% | -22.5% | -4.9% |
| 3Y | +43.3% | -4.4% | +47.7% | +30.1% |
| All | +43.3% | -7.8% | +51.1% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling