+37.2%
DIS vs SO
+52.7%
-15.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | +9.2% | +4.7% | +4.4% | +8.5% |
| 3M | +13.5% | +1.7% | +11.8% | +13.2% |
| 6M | +14.3% | +2.2% | +12.1% | +14.0% |
| YTD | +5.4% | +10.0% | -4.6% | +3.8% |
| 1Y | +12.2% | +6.0% | +6.1% | +11.0% |
| 3Y | +37.2% | +54.1% | -16.9% | +28.2% |
| All | +37.2% | +52.7% | -15.5% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling