+24.3%
DIS vs P
+449.6%
-425.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -16.4% | +14.9% | +1.0% |
| 7D | +5.7% | -31.9% | +37.6% | +11.4% |
| 30D | +12.7% | -36.5% | +49.2% | +19.7% |
| 3M | +15.2% | +11.6% | +3.6% | +11.0% |
| 6M | +17.6% | +25.2% | -7.7% | +9.4% |
| YTD | +3.8% | +39.4% | -35.6% | -6.1% |
| 1Y | +6.8% | -3.7% | +10.5% | +1.9% |
| 3Y | +42.1% | +167.3% | -125.2% | +4.6% |
| 5Y | -31.2% | +237.3% | -268.5% | -52.7% |
| 10Y | +37.6% | +698.6% | -661.0% | -21.2% |
| All | +24.3% | +449.6% | -425.4% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling