+7.2%
DIS vs P
-0.9%
+8.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.3% |
| 7D | +5.2% | -23.8% | +29.0% | +4.6% |
| 30D | +11.5% | -36.6% | +48.1% | +10.5% |
| 3M | +11.5% | +10.9% | +0.7% | +11.8% |
| 6M | +8.9% | +30.0% | -21.1% | +9.2% |
| YTD | +3.4% | +44.4% | -41.0% | +3.2% |
| 1Y | +7.2% | +3.9% | +3.3% | +7.1% |
| All | +7.2% | -0.9% | +8.1% | +7.1% |
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