-10.1%
DIS vs PL
+176.6%
-186.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.7% |
| 7D | -2.6% | -9.3% | +6.7% | -2.3% |
| 30D | +3.5% | -18.9% | +22.4% | +4.1% |
| 3M | +6.8% | -58.4% | +65.2% | +9.9% |
| 6M | +3.0% | -30.3% | +33.3% | +2.9% |
| YTD | -6.7% | -8.1% | +1.4% | -8.4% |
| 1Y | -10.1% | +180.5% | -190.6% | -15.9% |
| All | -10.1% | +176.6% | -186.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling