-41.1%
DIS vs RF
+89.8%
-130.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 3M | +6.8% | +8.1% | -1.3% | +3.0% |
| 6M | +3.0% | +11.5% | -8.5% | -2.2% |
| YTD | -6.7% | +15.6% | -22.3% | -13.0% |
| 1Y | -10.1% | +15.7% | -25.8% | -16.4% |
| 3Y | +33.0% | +86.9% | -53.8% | -1.1% |
| All | -41.1% | +89.8% | -130.9% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling