+869.0%
DIS vs SPY
+3,091.8%
-2,222.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +3.5% | +0.1% | +3.4% | +3.4% |
| 3M | +6.8% | +2.0% | +4.8% | +4.3% |
| 6M | +3.0% | +13.0% | -10.0% | -9.4% |
| YTD | -6.7% | +13.5% | -20.3% | -18.3% |
| 1Y | -10.1% | +20.0% | -30.0% | -25.7% |
| 3Y | +33.0% | +77.2% | -44.1% | -26.5% |
| 5Y | -40.0% | +81.9% | -121.9% | -67.4% |
| 10Y | +21.1% | +314.1% | -293.0% | -71.5% |
| All | +869.0% | +3,091.8% | -2,222.8% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling