+5.7%
DIS vs TRU
+2.0%
+3.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +10.3% | +24.3% | -14.0% | +3.7% |
| 3M | +15.6% | +2.3% | +13.3% | +14.7% |
| 6M | +15.1% | +17.7% | -2.5% | +9.3% |
| YTD | +6.0% | -3.8% | +9.8% | +4.5% |
| 1Y | +5.7% | -0.3% | +6.0% | +3.0% |
| All | +5.7% | +2.0% | +3.7% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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