-28.0%
DIS vs PATH
-75.2%
+47.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.7% |
| 7D | +9.1% | -4.8% | +13.9% | +9.9% |
| 30D | +14.8% | +2.7% | +12.1% | +14.2% |
| 3M | +21.2% | -4.2% | +25.3% | +20.9% |
| 6M | +18.3% | +24.7% | -6.4% | +12.4% |
| YTD | +5.4% | -17.6% | +22.9% | +6.0% |
| 1Y | +8.3% | -5.3% | +13.6% | +5.6% |
| 3Y | +44.2% | -22.0% | +66.2% | +35.7% |
| 5Y | -28.0% | -76.5% | +48.6% | -28.6% |
| All | -28.0% | -75.2% | +47.2% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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