+34.8%
DIS vs P
+155.2%
-120.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | -2.6% | +6.5% | -9.1% | -3.0% |
| 30D | +3.5% | +18.8% | -15.3% | +2.0% |
| 3M | +6.8% | +26.7% | -19.9% | +4.4% |
| 6M | +3.0% | +62.2% | -59.2% | -2.4% |
| YTD | -6.7% | +48.5% | -55.2% | -11.1% |
| 1Y | -10.1% | +26.4% | -36.5% | -13.9% |
| All | +34.8% | +155.2% | -120.3% | +10.9% |
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