-41.1%
DIS vs S
-71.4%
+30.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.6% | -7.7% | +5.1% | -1.4% |
| 30D | +3.5% | -5.3% | +8.8% | +3.9% |
| 3M | +6.8% | +20.3% | -13.4% | +2.9% |
| 6M | +3.0% | +47.4% | -44.4% | -4.8% |
| YTD | -6.7% | +32.5% | -39.3% | -12.5% |
| 1Y | -10.1% | +9.5% | -19.6% | -13.2% |
| 3Y | +33.0% | +15.5% | +17.5% | +21.8% |
| All | -41.1% | -71.4% | +30.3% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling