-23.6%
DIS vs SPY
+74.0%
-97.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +0.9% | +3.3% | -2.4% | -2.3% |
| 30D | +8.9% | -2.7% | +11.6% | +11.6% |
| 3M | +14.5% | -1.7% | +16.3% | +16.2% |
| 6M | +12.2% | +3.1% | +9.1% | +8.0% |
| YTD | +4.7% | +11.9% | -7.2% | -7.4% |
| 1Y | +2.8% | +12.0% | -9.2% | -9.2% |
| 3Y | +38.1% | +78.2% | -40.0% | -27.0% |
| 5Y | -23.6% | +73.2% | -96.8% | -59.6% |
| All | -23.6% | +74.0% | -97.6% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling