+27.6%
DIS vs SPOT
+267.2%
-239.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +0.6% | -3.0% | +3.5% | +1.3% |
| 30D | +10.3% | +15.2% | -4.9% | +6.7% |
| 3M | +15.6% | +21.6% | -6.0% | +10.4% |
| 6M | +15.1% | +45.2% | -30.1% | +5.2% |
| YTD | +6.0% | +4.9% | +1.1% | +2.9% |
| 1Y | +5.7% | -4.8% | +10.5% | +4.8% |
| 3Y | +39.8% | +256.3% | -216.4% | -2.3% |
| 5Y | -23.9% | +120.2% | -144.1% | -45.2% |
| All | +27.6% | +267.2% | -239.5% | -29.2% |
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