-41.1%
DIS vs PL
+82.7%
-123.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.6% |
| 7D | -2.6% | -9.3% | +6.7% | -1.7% |
| 30D | +3.5% | -18.9% | +22.4% | +5.5% |
| 3M | +6.8% | -58.4% | +65.2% | +15.1% |
| 6M | +3.0% | -30.3% | +33.3% | +3.5% |
| YTD | -6.7% | -8.1% | +1.4% | -9.8% |
| 1Y | -10.1% | +180.5% | -190.6% | -25.4% |
| 3Y | +33.0% | +444.1% | -411.1% | -6.3% |
| All | -41.1% | +82.7% | -123.7% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling