-30.0%
DIS vs S
-49.1%
+19.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +4.4% | +1.4% | +3.0% | +4.1% |
| 30D | +10.3% | -10.8% | +21.1% | +11.8% |
| 3M | +15.5% | +5.4% | +10.1% | +13.5% |
| 6M | +11.2% | +41.2% | -30.0% | +3.9% |
| YTD | +5.6% | +56.2% | -50.6% | -3.7% |
| 1Y | +7.7% | +36.3% | -28.6% | +0.2% |
| 3Y | +39.3% | +49.4% | -10.1% | +22.7% |
| 5Y | -29.5% | -66.9% | +37.3% | -32.1% |
| All | -30.0% | -49.1% | +19.0% | -31.6% |
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