-31.9%
DIS vs RF
+42.5%
-74.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.2% | -0.9% | +6.1% | +5.7% |
| 30D | +11.5% | +6.0% | +5.4% | +8.7% |
| 3M | +11.5% | -8.9% | +20.4% | +15.9% |
| 6M | +8.9% | +2.3% | +6.5% | +7.2% |
| YTD | +3.4% | +7.6% | -4.2% | -0.7% |
| 1Y | +7.2% | +21.2% | -14.0% | -2.3% |
| 3Y | +43.3% | +108.5% | -65.2% | +1.5% |
| All | -31.9% | +42.5% | -74.4% | -44.7% |
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