+318.4%
DIS vs SRE
+1,424.7%
-1,106.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | +5.2% | -9.2% | +14.4% | +9.2% |
| 30D | +11.5% | -1.9% | +13.4% | +12.2% |
| 3M | +11.5% | -6.5% | +18.1% | +14.1% |
| 6M | +8.9% | -15.2% | +24.1% | +15.5% |
| YTD | +3.4% | -9.5% | +12.9% | +6.3% |
| 1Y | +7.2% | -13.2% | +20.4% | +12.0% |
| 3Y | +43.3% | +19.5% | +23.8% | +27.9% |
| 5Y | -31.4% | +43.6% | -75.0% | -43.7% |
| 10Y | +37.1% | +109.9% | -72.8% | -7.0% |
| All | +318.4% | +1,424.7% | -1,106.3% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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