+7.7%
DIS vs P
+9.7%
-2.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +4.4% | -13.3% | +17.7% | +4.1% |
| 30D | +10.3% | -34.0% | +44.3% | +9.4% |
| 3M | +15.5% | +4.1% | +11.5% | +15.7% |
| 6M | +11.2% | +30.5% | -19.3% | +11.9% |
| YTD | +5.6% | +52.2% | -46.6% | +5.6% |
| 1Y | +7.7% | +10.3% | -2.5% | +7.8% |
| All | +7.7% | +9.7% | -2.0% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling