+21.9%
DIS vs SO
+156.1%
-134.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +3.5% | -4.6% | +8.1% | +5.2% |
| 3M | +6.8% | -3.0% | +9.9% | +7.9% |
| 6M | +3.0% | -8.3% | +11.2% | +5.8% |
| YTD | -6.7% | +3.5% | -10.3% | -8.4% |
| 1Y | -10.1% | -0.9% | -9.2% | -10.4% |
| 3Y | +33.0% | +45.4% | -12.3% | +12.7% |
| 5Y | -40.0% | +59.6% | -99.6% | -51.4% |
| All | +21.9% | +156.1% | -134.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling