+27.2%
DIS vs SPOT
+265.4%
-238.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +4.4% | +1.0% | +3.4% | +4.2% |
| 30D | +10.3% | +14.6% | -4.2% | +6.9% |
| 3M | +15.5% | +18.4% | -2.9% | +11.0% |
| 6M | +11.2% | +45.1% | -33.9% | +1.6% |
| YTD | +5.6% | +4.4% | +1.2% | +2.6% |
| 1Y | +7.7% | -2.7% | +10.4% | +6.3% |
| 3Y | +39.3% | +254.6% | -215.3% | -2.5% |
| 5Y | -29.5% | +124.8% | -154.3% | -49.5% |
| All | +27.2% | +265.4% | -238.2% | -29.4% |
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