-29.8%
DIS vs REPL
-33.0%
+3.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -0.9% | +2.0% |
| 7D | +5.3% | +14.2% | -8.9% | +5.1% |
| 30D | +10.2% | +65.9% | -55.6% | +9.4% |
| 3M | +13.5% | +84.6% | -71.0% | +12.5% |
| 6M | +11.1% | +446.9% | -435.8% | +6.5% |
| YTD | +5.5% | +129.0% | -123.5% | +1.7% |
| 1Y | +9.1% | +167.9% | -158.7% | +4.7% |
| 3Y | +36.0% | +93.9% | -57.9% | +19.6% |
| 5Y | -29.8% | -33.0% | +3.1% | -35.6% |
| All | -29.8% | -33.0% | +3.2% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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