+18.3%
DIS vs PL
-65.8%
+84.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.4% | +10.5% | +4.2% |
| 7D | +9.1% | -11.7% | +20.8% | +9.2% |
| 30D | +14.8% | -27.1% | +41.9% | +15.2% |
| 3M | +21.2% | -44.6% | +65.7% | +21.7% |
| 6M | +18.3% | -67.2% | +85.5% | +20.0% |
| All | +18.3% | -65.8% | +84.2% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling