+38.0%
DIS vs SU
+129.2%
-91.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.2% |
| 7D | +0.6% | -4.3% | +4.9% | +0.9% |
| 30D | +10.3% | -6.2% | +16.5% | +10.6% |
| 3M | +15.6% | +9.7% | +5.9% | +14.0% |
| 6M | +15.1% | +7.3% | +7.8% | +13.5% |
| YTD | +6.0% | +58.7% | -52.8% | -6.0% |
| 1Y | +5.7% | +59.7% | -54.1% | -6.4% |
| All | +38.0% | +129.2% | -91.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling