-31.9%
DIS vs ON
+5.6%
-37.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +5.2% | -11.7% | +16.9% | +7.4% |
| 30D | +11.5% | -23.3% | +34.7% | +16.4% |
| 3M | +11.5% | -19.2% | +30.7% | +14.7% |
| 6M | +8.9% | -40.1% | +49.0% | +15.1% |
| YTD | +3.4% | +16.9% | -13.5% | -7.3% |
| 1Y | +7.2% | +29.7% | -22.5% | -6.4% |
| 3Y | +43.3% | -4.4% | +47.7% | +24.3% |
| All | -31.9% | +5.6% | -37.5% | -47.0% |
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 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