+36.3%
DIS vs SIRI
-22.9%
+59.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | +0.9% | -3.7% | +4.5% | +1.4% |
| 30D | +8.9% | +20.4% | -11.5% | +6.2% |
| 3M | +14.5% | +12.5% | +2.0% | +12.6% |
| 6M | +12.2% | +23.4% | -11.2% | +9.0% |
| YTD | +4.7% | +65.2% | -60.5% | -2.2% |
| 1Y | +2.8% | +52.4% | -49.6% | -3.0% |
| All | +36.3% | -22.9% | +59.3% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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