-41.1%
DIS vs ON
+62.4%
-103.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | -2.6% | +2.4% | -5.0% | -3.0% |
| 30D | +3.5% | -3.3% | +6.8% | +3.9% |
| 3M | +6.8% | -43.6% | +50.4% | +16.8% |
| 6M | +3.0% | +19.0% | -16.0% | -5.8% |
| YTD | -6.7% | +37.4% | -44.1% | -17.8% |
| 1Y | -10.1% | +54.8% | -64.8% | -23.5% |
| 3Y | +33.0% | -25.2% | +58.2% | +25.6% |
| All | -41.1% | +62.4% | -103.5% | -56.2% |
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