+269.6%
DIS vs ON
+179.8%
+89.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +4.4% | -4.1% | +8.5% | +5.0% |
| 30D | +10.3% | -10.2% | +20.5% | +12.0% |
| 3M | +15.5% | -12.7% | +28.3% | +17.1% |
| 6M | +11.2% | -32.5% | +43.8% | +15.1% |
| YTD | +5.6% | +28.6% | -23.0% | -3.2% |
| 1Y | +7.7% | +43.4% | -35.7% | -3.3% |
| 3Y | +39.3% | +3.3% | +36.0% | +27.3% |
| 5Y | -29.5% | +22.5% | -52.0% | -39.5% |
| 10Y | +36.3% | +535.7% | -499.5% | -16.5% |
| All | +269.6% | +179.8% | +89.7% | +62.1% |
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