+8.3%
DIS vs S
+36.5%
-28.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +4.1% |
| 7D | +9.1% | -8.2% | +17.3% | +9.6% |
| 30D | +14.8% | -7.6% | +22.4% | +15.2% |
| 3M | +21.2% | +12.0% | +9.2% | +19.5% |
| 6M | +18.3% | +50.6% | -32.3% | +12.7% |
| YTD | +5.4% | +56.6% | -51.2% | -1.5% |
| 1Y | +8.3% | +39.2% | -31.0% | +2.2% |
| All | +8.3% | +36.5% | -28.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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