+22.3%
DIS vs P
+694.3%
-671.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.2% |
| 7D | -3.5% | +5.0% | -8.5% | -4.4% |
| 30D | +1.0% | -0.9% | +1.9% | +0.6% |
| 3M | +5.7% | +38.7% | -33.0% | -1.5% |
| 6M | +3.3% | +54.4% | -51.1% | -6.8% |
| YTD | -7.7% | +44.8% | -52.6% | -16.4% |
| 1Y | -10.0% | +22.5% | -32.5% | -17.4% |
| 3Y | +31.7% | +148.2% | -116.5% | -2.7% |
| 5Y | -42.2% | +268.9% | -311.1% | -61.9% |
| 10Y | +22.3% | +696.9% | -674.5% | -32.5% |
| All | +22.3% | +694.3% | -671.9% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling