+38.0%
DIS vs SE
+62.6%
-24.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.0% | +0.9% |
| 7D | +0.6% | -7.7% | +8.3% | +1.7% |
| 30D | +10.3% | -22.8% | +33.1% | +14.1% |
| 3M | +15.6% | -43.7% | +59.3% | +24.9% |
| 6M | +15.1% | -12.8% | +28.0% | +16.2% |
| YTD | +6.0% | -42.0% | +48.0% | +12.3% |
| 1Y | +5.7% | -48.0% | +53.7% | +13.5% |
| All | +38.0% | +62.6% | -24.6% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 3y: compounded portfolio wealth divided by compounded SE 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…
3y analysis · Full analysis span regression · 6 months rolling