+43.9%
DIS vs P
+166.1%
-122.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -16.4% | +14.9% | -0.6% |
| 7D | +5.7% | -31.9% | +37.6% | +7.8% |
| 30D | +12.7% | -36.5% | +49.2% | +15.3% |
| 3M | +15.2% | +11.6% | +3.6% | +13.2% |
| 6M | +17.6% | +25.2% | -7.7% | +13.7% |
| YTD | +3.8% | +39.4% | -35.6% | -1.2% |
| 1Y | +6.8% | -3.7% | +10.5% | +4.9% |
| All | +43.9% | +166.1% | -122.2% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling