+43.9%
DIS vs SPGI
+33.8%
+10.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -0.9% |
| 7D | +5.7% | +2.6% | +3.1% | +4.9% |
| 30D | +12.7% | +19.3% | -6.6% | +6.9% |
| 3M | +15.2% | +15.5% | -0.3% | +10.2% |
| 6M | +17.6% | +18.3% | -0.8% | +11.3% |
| YTD | +3.8% | -3.8% | +7.6% | +4.7% |
| 1Y | +6.8% | +1.3% | +5.4% | +5.3% |
| All | +43.9% | +33.8% | +10.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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