-30.1%
DIS vs S
-48.9%
+18.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.0% | -6.0% | +0.9% |
| 7D | +5.3% | +1.6% | +3.8% | +5.0% |
| 30D | +10.2% | -10.5% | +20.7% | +11.6% |
| 3M | +13.5% | +9.9% | +3.6% | +10.8% |
| 6M | +11.1% | +41.8% | -30.7% | +3.7% |
| YTD | +5.5% | +56.8% | -51.3% | -3.8% |
| 1Y | +9.1% | +39.0% | -29.9% | +1.2% |
| 3Y | +36.0% | +53.8% | -17.8% | +19.2% |
| 5Y | -29.8% | -68.6% | +38.7% | -32.4% |
| All | -30.1% | -48.9% | +18.8% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling