+1,066.3%
DIS vs SPG
+5,756.7%
-4,690.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | +5.7% | +5.0% | +0.7% | +3.9% |
| 30D | +12.7% | +12.3% | +0.4% | +8.1% |
| 3M | +15.2% | +1.9% | +13.3% | +14.4% |
| 6M | +17.6% | +14.4% | +3.1% | +11.8% |
| YTD | +3.8% | +26.5% | -22.7% | -4.8% |
| 1Y | +6.8% | +30.7% | -23.9% | -3.2% |
| 3Y | +42.1% | +122.6% | -80.5% | +5.5% |
| 5Y | -31.2% | +73.3% | -104.5% | -44.6% |
| 10Y | +37.6% | +111.1% | -73.5% | -8.5% |
| All | +1,066.3% | +5,756.7% | -4,690.4% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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