+12.2%
DIS vs S
+30.9%
-18.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +1.9% | +2.0% | -0.1% | +1.8% |
| 30D | +9.2% | -2.7% | +11.9% | +9.1% |
| 3M | +13.5% | -6.9% | +20.4% | +13.7% |
| 6M | +14.3% | +38.1% | -23.8% | +10.4% |
| YTD | +5.4% | +48.0% | -42.6% | -0.6% |
| 1Y | +12.2% | +34.5% | -22.3% | +6.3% |
| All | +12.2% | +30.9% | -18.7% | +6.3% |
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