-29.8%
DIS vs P
+256.2%
-286.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.3% | +1.3% |
| 7D | +5.3% | -9.6% | +14.9% | +6.3% |
| 30D | +10.2% | -33.4% | +43.7% | +15.0% |
| 3M | +13.5% | +14.2% | -0.7% | +9.8% |
| 6M | +11.1% | +31.6% | -20.5% | +4.0% |
| YTD | +5.5% | +53.5% | -48.0% | -4.6% |
| 1Y | +9.1% | +14.2% | -5.1% | +2.5% |
| 3Y | +36.0% | +190.5% | -154.5% | -4.7% |
| 5Y | -29.8% | +256.3% | -286.2% | -55.7% |
| All | -29.8% | +256.2% | -286.1% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling