+34.2%
DIS vs P
+713.7%
-679.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.0% |
| 7D | +5.2% | -23.8% | +29.0% | +9.4% |
| 30D | +11.5% | -36.6% | +48.1% | +18.8% |
| 3M | +11.5% | +10.9% | +0.7% | +7.4% |
| 6M | +8.9% | +30.0% | -21.1% | +0.2% |
| YTD | +3.4% | +44.4% | -41.0% | -7.7% |
| 1Y | +7.2% | +3.9% | +3.3% | +0.5% |
| 3Y | +43.3% | +176.6% | -133.3% | +1.6% |
| 5Y | -31.4% | +249.3% | -280.7% | -55.1% |
| All | +34.2% | +713.7% | -679.5% | -27.2% |
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