-31.9%
DIS vs SO
+75.0%
-106.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +5.2% | -1.5% | +6.7% | +5.6% |
| 30D | +11.5% | +8.1% | +3.4% | +9.2% |
| 3M | +11.5% | +0.2% | +11.3% | +11.4% |
| 6M | +8.9% | +0.4% | +8.5% | +8.6% |
| YTD | +3.4% | +8.5% | -5.1% | +0.7% |
| 1Y | +7.2% | +4.9% | +2.3% | +5.3% |
| 3Y | +43.3% | +47.9% | -4.6% | +24.2% |
| All | -31.9% | +75.0% | -106.9% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling