+36.3%
DIS vs SO
+188.2%
-152.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +10.3% | +8.7% | +1.6% | +7.1% |
| 3M | +15.5% | +3.4% | +12.2% | +14.1% |
| 6M | +11.2% | +3.7% | +7.5% | +9.5% |
| YTD | +5.6% | +10.0% | -4.5% | +1.4% |
| 1Y | +7.7% | +6.6% | +1.2% | +4.7% |
| 3Y | +39.3% | +52.5% | -13.2% | +16.0% |
| 5Y | -29.5% | +76.1% | -105.6% | -45.2% |
| 10Y | +36.3% | +194.9% | -158.6% | -5.4% |
| All | +36.3% | +188.2% | -152.0% | -5.4% |
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