+36.6%
DIS vs SPY
+315.0%
-278.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | -0.3% |
| 7D | +5.3% | +0.1% | +5.2% | +5.1% |
| 30D | +10.2% | -3.3% | +13.6% | +13.7% |
| 3M | +13.5% | -2.4% | +16.0% | +15.9% |
| 6M | +11.1% | +2.6% | +8.6% | +7.5% |
| YTD | +5.5% | +11.2% | -5.7% | -6.0% |
| 1Y | +9.1% | +13.4% | -4.3% | -4.6% |
| 3Y | +36.0% | +79.9% | -43.9% | -26.6% |
| 5Y | -29.8% | +72.2% | -102.0% | -60.2% |
| 10Y | +36.6% | +307.3% | -270.7% | -62.2% |
| All | +36.6% | +315.0% | -278.4% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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