-31.9%
DIS vs RUN
-82.6%
+50.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +5.2% | +33.4% | -28.2% | +2.7% |
| 30D | +11.5% | +31.1% | -19.7% | +8.8% |
| 3M | +11.5% | +6.4% | +5.1% | +10.5% |
| 6M | +8.9% | -22.2% | +31.1% | +10.0% |
| YTD | +3.4% | -45.8% | +49.2% | +6.2% |
| 1Y | +7.2% | -51.1% | +58.3% | +10.7% |
| 3Y | +43.3% | -3.0% | +46.3% | +21.3% |
| All | -31.9% | -82.6% | +50.6% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling