+30.2%
DIS vs ONON
-10.5%
+40.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.6% |
| 7D | -3.5% | -3.5% | -0.1% | -2.9% |
| 30D | +1.0% | -30.8% | +31.8% | +7.2% |
| 3M | +5.7% | -29.8% | +35.5% | +11.7% |
| 6M | +3.3% | -34.8% | +38.1% | +10.0% |
| YTD | -7.7% | -42.3% | +34.5% | +0.3% |
| 1Y | -10.0% | -39.5% | +29.6% | -3.4% |
| All | +30.2% | -10.5% | +40.7% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 3y: compounded portfolio wealth divided by compounded ONON 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…
3y analysis · Full analysis span regression · 6 months rolling