+11.7%
DIS vs P
+485.4%
-473.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.9% |
| 7D | -2.6% | +6.5% | -9.1% | -3.6% |
| 30D | +3.5% | +18.8% | -15.3% | +0.1% |
| 3M | +6.8% | +26.7% | -19.9% | +1.5% |
| 6M | +3.0% | +62.2% | -59.2% | -7.2% |
| YTD | -6.7% | +48.5% | -55.2% | -15.3% |
| 1Y | -10.1% | +26.4% | -36.5% | -17.4% |
| 3Y | +33.0% | +159.4% | -126.4% | +0.1% |
| 5Y | -40.0% | +275.8% | -315.8% | -59.0% |
| 10Y | +21.1% | +732.0% | -711.0% | -30.4% |
| All | +11.7% | +485.4% | -473.7% | -35.4% |
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