-10.1%
DIS vs RF
+16.9%
-27.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -2.6% | +1.3% | -3.9% | -3.0% |
| 30D | +3.5% | -3.6% | +7.1% | +4.7% |
| 3M | +6.8% | +8.1% | -1.3% | +3.5% |
| 6M | +3.0% | +11.5% | -8.5% | -1.8% |
| YTD | -6.7% | +15.6% | -22.3% | -12.3% |
| 1Y | -10.1% | +15.7% | -25.8% | -17.8% |
| All | -10.1% | +16.9% | -27.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling