-41.2%
DIS vs ONON
-23.0%
-18.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.3% | +0.3% |
| 7D | -1.1% | -1.7% | +0.6% | -0.8% |
| 30D | +0.1% | -27.4% | +27.5% | +6.0% |
| 3M | +7.1% | -26.5% | +33.6% | +12.9% |
| 6M | +4.3% | -34.2% | +38.5% | +11.8% |
| YTD | -6.9% | -41.3% | +34.4% | +1.9% |
| 1Y | -10.3% | -39.7% | +29.4% | -3.0% |
| 3Y | +32.8% | -7.8% | +40.7% | +26.8% |
| All | -41.2% | -23.0% | -18.3% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling