-42.2%
DIS vs SU
+360.6%
-402.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | -3.5% | +1.6% | -5.1% | -3.8% |
| 30D | +1.0% | +10.7% | -9.8% | -1.2% |
| 3M | +5.7% | +13.5% | -7.8% | +2.5% |
| 6M | +3.3% | +21.8% | -18.6% | -2.6% |
| YTD | -7.7% | +58.8% | -66.6% | -18.8% |
| 1Y | -10.0% | +72.0% | -82.0% | -22.5% |
| 3Y | +31.7% | +121.7% | -90.0% | +4.4% |
| 5Y | -42.2% | +350.4% | -392.6% | -62.6% |
| All | -42.2% | +360.6% | -402.8% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling