-29.8%
DIS vs S
-48.3%
+18.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +0.6% | +1.2% | -0.6% | +0.3% |
| 30D | +10.3% | -7.3% | +17.6% | +11.1% |
| 3M | +15.6% | +5.9% | +9.7% | +13.5% |
| 6M | +15.1% | +45.6% | -30.5% | +7.0% |
| YTD | +6.0% | +58.5% | -52.6% | -3.5% |
| 1Y | +5.7% | +37.6% | -31.9% | -1.8% |
| 3Y | +39.8% | +51.7% | -11.9% | +22.9% |
| 5Y | -23.9% | -67.5% | +43.6% | -26.8% |
| All | -29.8% | -48.3% | +18.5% | -31.5% |
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