+27.1%
DIS vs SPOT
+267.1%
-240.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | +5.3% | +2.5% | +2.8% | +4.8% |
| 30D | +10.2% | +15.1% | -4.9% | +6.7% |
| 3M | +13.5% | +24.8% | -11.2% | +7.8% |
| 6M | +11.1% | +45.8% | -34.7% | +1.4% |
| YTD | +5.5% | +4.9% | +0.6% | +2.4% |
| 1Y | +9.1% | -1.3% | +10.4% | +7.3% |
| 3Y | +36.0% | +257.7% | -221.7% | -5.0% |
| 5Y | -29.8% | +118.5% | -148.3% | -49.4% |
| All | +27.1% | +267.1% | -240.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling