+32.8%
DIS vs RF
+92.1%
-59.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.2% |
| 7D | -1.1% | +2.7% | -3.8% | -2.1% |
| 30D | +0.1% | -3.4% | +3.5% | +1.4% |
| 3M | +7.1% | +6.4% | +0.7% | +4.2% |
| 6M | +4.3% | +13.4% | -9.1% | -1.2% |
| YTD | -6.9% | +14.2% | -21.2% | -12.3% |
| 1Y | -10.3% | +15.7% | -26.0% | -16.1% |
| 3Y | +32.8% | +91.3% | -58.5% | +6.0% |
| All | +32.8% | +92.1% | -59.3% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling