+7.7%
DIS vs RUN
-46.9%
+54.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.2% |
| 7D | +5.3% | +18.1% | -12.7% | +4.3% |
| 30D | +10.2% | +27.5% | -17.2% | +8.7% |
| 3M | +13.5% | -4.5% | +18.1% | +13.3% |
| 6M | +11.1% | -33.3% | +44.5% | +12.6% |
| YTD | +5.5% | -47.1% | +52.6% | +6.1% |
| All | +7.7% | -46.9% | +54.5% | +7.4% |
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