+31.9%
DIS vs SPXU
-99.5%
+131.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +1.0% |
| 7D | +1.9% | -7.6% | +9.5% | -0.6% |
| 30D | +9.2% | +5.3% | +3.8% | +11.6% |
| 3M | +13.5% | +9.6% | +3.9% | +17.9% |
| 6M | +14.3% | -4.5% | +18.8% | +14.0% |
| YTD | +5.4% | -25.9% | +31.2% | -2.3% |
| 1Y | +12.2% | -28.9% | +41.0% | +2.8% |
| 3Y | +37.2% | -80.5% | +117.7% | -11.1% |
| 5Y | -23.1% | -83.4% | +60.2% | -44.5% |
| All | +31.9% | -99.5% | +131.4% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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