+12.2%
DIS vs RUN
-55.1%
+67.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +1.9% | -13.5% | +15.4% | +2.5% |
| 30D | +9.2% | +18.3% | -9.1% | +8.1% |
| 3M | +13.5% | -12.5% | +26.0% | +13.7% |
| 6M | +14.3% | -40.3% | +54.6% | +16.0% |
| YTD | +5.4% | -53.1% | +58.5% | +6.4% |
| 1Y | +12.2% | -54.3% | +66.4% | +13.0% |
| All | +12.2% | -55.1% | +67.3% | +13.0% |
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