-31.2%
DIS vs PL
+11.6%
-42.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.1% | +8.7% | -0.5% |
| 7D | +5.7% | -20.5% | +26.2% | +7.9% |
| 30D | +12.7% | -38.8% | +51.5% | +17.7% |
| 3M | +15.2% | -49.1% | +64.3% | +22.2% |
| 6M | +17.6% | -69.4% | +86.9% | +29.2% |
| YTD | +3.8% | -42.3% | +46.2% | +4.6% |
| 1Y | +6.8% | -14.2% | +21.0% | +1.9% |
| 3Y | +42.1% | +398.7% | -356.6% | -1.8% |
| 5Y | -31.2% | +11.1% | -42.3% | -46.6% |
| All | -31.2% | +11.6% | -42.7% | -46.6% |
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