+8.3%
DIS vs RUN
-53.7%
+62.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.1% |
| 7D | +9.1% | +18.5% | -9.4% | +8.1% |
| 30D | +14.8% | +15.5% | -0.7% | +13.8% |
| 3M | +21.2% | -20.3% | +41.5% | +21.9% |
| 6M | +18.3% | -30.8% | +49.1% | +19.2% |
| YTD | +5.4% | -52.2% | +57.6% | +6.9% |
| 1Y | +8.3% | -53.9% | +62.1% | +9.5% |
| All | +8.3% | -53.7% | +62.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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