+933.3%
DIS vs SIRI
-17.3%
+950.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.5% |
| 7D | -2.6% | +1.6% | -4.2% | -2.7% |
| 30D | +3.5% | -4.7% | +8.2% | +3.8% |
| 3M | +6.8% | +5.3% | +1.6% | +6.3% |
| 6M | +3.0% | +30.5% | -27.5% | +0.8% |
| YTD | -6.7% | +49.6% | -56.4% | -9.7% |
| 1Y | -10.1% | +28.5% | -38.6% | -12.1% |
| 3Y | +33.0% | -27.5% | +60.5% | +33.7% |
| 5Y | -40.0% | -44.7% | +4.7% | -39.2% |
| 10Y | +21.1% | -12.6% | +33.7% | +18.5% |
| All | +933.3% | -17.3% | +950.7% | +790.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling