-23.6%
DIS vs ON
+25.5%
-49.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.9% | +17.0% | -16.2% | -2.0% |
| 30D | +8.9% | -3.9% | +12.7% | +9.2% |
| 3M | +14.5% | -11.5% | +26.1% | +16.0% |
| 6M | +12.2% | -29.2% | +41.4% | +15.2% |
| YTD | +4.7% | +36.2% | -31.4% | -8.8% |
| 1Y | +2.8% | +49.6% | -46.8% | -12.6% |
| 3Y | +38.1% | +9.4% | +28.7% | +17.1% |
| 5Y | -23.6% | +25.8% | -49.4% | -42.6% |
| All | -23.6% | +25.5% | -49.2% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling