+3.0%
DIS vs ON
+15.3%
-12.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.7% |
| 7D | -2.6% | +2.4% | -5.0% | -2.5% |
| 30D | +3.5% | -3.3% | +6.8% | +3.4% |
| 3M | +6.8% | -43.6% | +50.4% | +7.9% |
| 6M | +3.0% | +19.0% | -16.0% | -7.0% |
| All | +3.0% | +15.3% | -12.3% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling