+4.8%
DIS vs RUN
-31.9%
+36.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -2.6% | +1.3% | -3.8% | -2.7% |
| 30D | +3.5% | -15.3% | +18.7% | +4.9% |
| 3M | +6.8% | -40.0% | +46.8% | +11.4% |
| 6M | +3.0% | -27.0% | +29.9% | +4.8% |
| YTD | -6.7% | -51.7% | +45.0% | -2.5% |
| 1Y | -10.1% | -45.9% | +35.8% | -7.8% |
| 3Y | +33.0% | -43.8% | +76.8% | +20.7% |
| 5Y | -40.0% | -80.5% | +40.5% | -42.2% |
| 10Y | +21.1% | +45.3% | -24.2% | -11.6% |
| All | +4.8% | -31.9% | +36.8% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling