+21.9%
DIS vs RF
+343.3%
-321.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -2.6% | +1.3% | -3.9% | -3.1% |
| 30D | +3.5% | -3.6% | +7.1% | +4.9% |
| 3M | +6.8% | +8.1% | -1.3% | +3.3% |
| 6M | +3.0% | +11.5% | -8.5% | -1.8% |
| YTD | -6.7% | +15.6% | -22.3% | -12.6% |
| 1Y | -10.1% | +15.7% | -25.8% | -15.9% |
| 3Y | +33.0% | +86.9% | -53.8% | +0.6% |
| 5Y | -40.0% | +89.8% | -129.8% | -55.8% |
| All | +21.9% | +343.3% | -321.5% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling