-41.1%
DIS vs SPGI
+8.3%
-49.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.1% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +3.5% | +8.4% | -4.9% | -0.2% |
| 3M | +6.8% | +11.8% | -5.0% | +1.1% |
| 6M | +3.0% | +5.7% | -2.7% | -0.3% |
| YTD | -6.7% | -9.7% | +2.9% | -3.6% |
| 1Y | -10.1% | -12.5% | +2.4% | -5.9% |
| 3Y | +33.0% | +21.8% | +11.2% | +14.9% |
| All | -41.1% | +8.3% | -49.3% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling