+43.9%
DIS vs PL
+403.1%
-359.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.1% | +8.7% | -0.9% |
| 7D | +5.7% | -20.5% | +26.2% | +7.0% |
| 30D | +12.7% | -38.8% | +51.5% | +15.8% |
| 3M | +15.2% | -49.1% | +64.3% | +19.5% |
| 6M | +17.6% | -69.4% | +86.9% | +24.7% |
| YTD | +3.8% | -42.3% | +46.2% | +4.1% |
| 1Y | +6.8% | -14.2% | +21.0% | +3.4% |
| All | +43.9% | +403.1% | -359.2% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling