+16.2%
DIS vs RUN
-23.6%
+39.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +5.2% | +33.4% | -28.2% | +2.3% |
| 30D | +11.5% | +31.1% | -19.7% | +8.4% |
| 3M | +11.5% | +6.4% | +5.1% | +10.4% |
| 6M | +8.9% | -22.2% | +31.1% | +10.2% |
| YTD | +3.4% | -45.8% | +49.2% | +6.6% |
| 1Y | +7.2% | -51.1% | +58.3% | +11.2% |
| 3Y | +43.3% | -3.0% | +46.3% | +22.4% |
| 5Y | -31.4% | -82.2% | +50.8% | -33.2% |
| 10Y | +37.1% | +111.9% | -74.8% | -2.0% |
| All | +16.2% | -23.6% | +39.8% | -14.5% |
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