-34.7%
DIS vs PL
+28.1%
-62.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -1.4% |
| 7D | +5.2% | -6.8% | +12.1% | +5.8% |
| 30D | +11.5% | -29.3% | +40.8% | +14.8% |
| 3M | +11.5% | -44.8% | +56.3% | +17.4% |
| 6M | +8.9% | -68.4% | +77.2% | +19.3% |
| YTD | +3.4% | -36.4% | +39.8% | +3.1% |
| 1Y | +7.2% | +0.7% | +6.5% | +0.6% |
| 3Y | +43.3% | +455.3% | -412.0% | -2.1% |
| 5Y | -31.4% | +22.7% | -54.1% | -46.0% |
| All | -34.7% | +28.1% | -62.7% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling