+7.2%
DIS vs RF
+21.0%
-13.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.2% | -0.9% | +6.1% | +5.6% |
| 30D | +11.5% | +6.0% | +5.4% | +9.3% |
| 3M | +11.5% | -8.9% | +20.4% | +15.0% |
| 6M | +8.9% | +2.3% | +6.5% | +6.8% |
| YTD | +3.4% | +7.6% | -4.2% | -1.7% |
| 1Y | +7.2% | +21.2% | -14.0% | -7.3% |
| All | +7.2% | +21.0% | -13.8% | -7.3% |
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