+226.5%
DIS vs ON
+199.0%
+27.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.6% |
| 6M | +3.0% | +19.0% | -16.0% | -3.2% |
| YTD | -6.7% | +37.4% | -44.1% | -14.8% |
| 1Y | -10.1% | +54.8% | -64.8% | -20.0% |
| 3Y | +33.0% | -25.2% | +58.2% | +28.6% |
| 5Y | -40.0% | +62.7% | -102.7% | -50.6% |
| 10Y | +21.1% | +574.3% | -553.3% | -26.1% |
| All | +226.5% | +199.0% | +27.4% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling