+8.3%
DIS vs SU
+88.1%
-79.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +3.1% |
| 7D | +9.1% | -7.1% | +16.2% | +7.3% |
| 30D | +14.8% | +4.8% | +10.1% | +16.1% |
| 3M | +21.2% | +12.5% | +8.7% | +24.9% |
| 6M | +18.3% | +6.5% | +11.9% | +19.6% |
| YTD | +5.4% | +65.8% | -60.4% | -0.6% |
| 1Y | +8.3% | +86.2% | -77.9% | -4.7% |
| All | +8.3% | +88.1% | -79.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling