+21.2%
DIS vs RUN
+46.3%
-25.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.6% |
| 7D | -1.1% | +10.2% | -11.2% | -2.1% |
| 30D | +0.1% | -9.6% | +9.8% | +1.1% |
| 3M | +7.1% | -31.5% | +38.6% | +10.6% |
| 6M | +4.3% | -18.7% | +23.0% | +5.0% |
| YTD | -6.9% | -49.9% | +42.9% | -2.7% |
| 1Y | -10.3% | -45.5% | +35.2% | -7.9% |
| 3Y | +32.8% | -34.1% | +66.9% | +16.5% |
| 5Y | -41.5% | -79.4% | +38.0% | -44.1% |
| 10Y | +21.2% | +48.9% | -27.8% | -23.7% |
| All | +21.2% | +46.3% | -25.2% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling