+22.7%
DIS vs SU
+267.8%
-245.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.3% | +1.7% | -2.9% | -1.7% |
| 30D | +2.2% | +9.6% | -7.4% | -0.5% |
| 3M | +8.1% | +11.7% | -3.6% | +4.1% |
| 6M | +5.2% | +21.9% | -16.7% | -2.2% |
| YTD | -6.3% | +58.6% | -64.9% | -19.9% |
| 1Y | -7.3% | +66.5% | -73.8% | -22.0% |
| 3Y | +33.8% | +121.4% | -87.6% | +1.0% |
| 5Y | -40.7% | +355.7% | -396.4% | -66.0% |
| All | +22.7% | +267.8% | -245.1% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling