-7.3%
DIS vs SU
+71.3%
-78.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.5% |
| 7D | -1.3% | +1.7% | -2.9% | -0.9% |
| 30D | +2.2% | +9.6% | -7.4% | +4.2% |
| 3M | +8.1% | +11.7% | -3.6% | +10.0% |
| 6M | +5.2% | +21.9% | -16.7% | +3.5% |
| YTD | -6.3% | +58.6% | -64.9% | -11.2% |
| 1Y | -7.3% | +66.5% | -73.8% | -11.6% |
| All | -7.3% | +71.3% | -78.6% | -11.6% |
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